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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/01/2025 | 0,78% | 102,90 % | 103,70 % | 500 000 | 500 000 | 500 000 | 499 950 | 514 022 CHF | 517 970 CHF | 99,19% | 99,19% |
22/01/2025 | 0,76% | 104,60 % | 105,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 193 CHF | 527 193 CHF | 99,85% | 99,85% |
21/01/2025 | 0,76% | 104,50 % | 105,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 522 420 CHF | 526 420 CHF | 100,00% | 100,00% |
20/01/2025 | 0,76% | 104,50 % | 105,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 492 CHF | 525 492 CHF | 100,00% | 100,00% |
17/01/2025 | 0,77% | 104,10 % | 104,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 329 CHF | 523 329 CHF | 98,83% | 98,83% |
16/01/2025 | 0,77% | 103,50 % | 104,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 709 CHF | 521 709 CHF | 100,00% | 100,00% |
15/01/2025 | 0,77% | 103,60 % | 104,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 862 CHF | 519 862 CHF | 100,00% | 100,00% |
13/01/2025 | 0,78% | 102,80 % | 103,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 368 CHF | 517 368 CHF | 100,00% | 100,00% |
10/01/2025 | 0,77% | 103,20 % | 104,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 996 CHF | 520 996 CHF | 100,00% | 100,00% |
09/01/2025 | 0,77% | 103,70 % | 104,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 148 CHF | 522 148 CHF | 99,20% | 99,20% |