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 | 8,47% | 0,73 CHF | 0,76 CHF | 228 500 | 228 500 | 89 941 | 89 941 | 80 111 CHF | 85 502 CHF | 98,01% | 98,01% |
28/01/2025 | 6,16% | 0,80 CHF | 0,82 CHF | 387 000 | 387 000 | 150 212 | 150 212 | 124 277 CHF | 130 158 CHF | 99,36% | 99,36% |
27/01/2025 | 23,11% | 1,05 CHF | 1,09 CHF | 159 700 | 159 700 | 84 466 | 84 466 | 119 130 CHF | 127 120 CHF | 38,02% | 96,19% |
24/01/2025 | 8,82% | 9,15 CHF | 9,39 CHF | 21 200 | 21 200 | 8 209 | 8 209 | 78 840 CHF | 83 545 CHF | 99,85% | 99,85% |
23/01/2025 | 11,84% | 9,49 CHF | 9,73 CHF | 21 300 | 21 300 | 8 397 | 8 397 | 73 111 CHF | 78 903 CHF | 99,74% | 99,74% |
22/01/2025 | 8,37% | 9,59 CHF | 9,81 CHF | 27 600 | 27 600 | 11 013 | 11 013 | 104 412 CHF | 110 308 CHF | 100,00% | 100,00% |
21/01/2025 | 8,92% | 7,53 CHF | 7,72 CHF | 34 600 | 34 600 | 13 715 | 13 715 | 99 958 CHF | 106 125 CHF | 100,00% | 100,00% |
20/01/2025 | 9,99% | 7,47 CHF | 8,00 CHF | 10 400 | 10 400 | 8 466 | 8 466 | 60 056 CHF | 66 001 CHF | 99,99% | 99,99% |
17/01/2025 | 8,60% | 7,11 CHF | 7,27 CHF | 41 800 | 41 800 | 16 526 | 16 526 | 107 815 CHF | 113 891 CHF | 99,82% | 99,82% |
16/01/2025 | 8,73% | 7,05 CHF | 7,24 CHF | 35 900 | 35 900 | 14 122 | 14 122 | 98 638 CHF | 104 737 CHF | 100,00% | 100,00% |