Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
29/01/2025 | 1,10% | 0,90 CHF | 0,91 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 90 600 CHF | 91 600 CHF | 99,84% | 99,84% |
28/01/2025 | 1,06% | 0,97 CHF | 0,98 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 94 082 CHF | 95 082 CHF | 99,54% | 99,54% |
27/01/2025 | 0,88% | 1,01 CHF | 1,02 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 113 567 CHF | 114 567 CHF | 97,77% | 97,77% |
24/01/2025 | 0,85% | 1,20 CHF | 1,21 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 117 616 CHF | 118 616 CHF | 95,91% | 95,91% |
23/01/2025 | 0,78% | 1,24 CHF | 1,25 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 128 569 CHF | 129 569 CHF | 98,72% | 98,72% |
22/01/2025 | 0,77% | 1,33 CHF | 1,34 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 129 693 CHF | 130 693 CHF | 100,00% | 100,00% |
21/01/2025 | 0,64% | 1,45 CHF | 1,46 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 310 633 CHF | 312 633 CHF | 97,80% | 97,80% |
20/01/2025 | 0,62% | 1,59 CHF | 1,60 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 319 996 CHF | 321 996 CHF | 95,06% | 95,06% |
17/01/2025 | 0,60% | 1,63 CHF | 1,64 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 330 072 CHF | 332 072 CHF | 100,00% | 100,00% |
16/01/2025 | 0,57% | 1,74 CHF | 1,75 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 363 395 CHF | 365 481 CHF | 98,89% | 98,89% |