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 | 1,74% | 0,56 CHF | 0,57 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 171 410 CHF | 58 137 CHF | 99,19% | 99,19% |
28/01/2025 | 1,84% | 0,55 CHF | 0,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 161 204 CHF | 54 735 CHF | 99,20% | 99,20% |
27/01/2025 | 2,02% | 0,49 CHF | 0,50 CHF | 300 000 | 100 000 | 366 071 | 122 024 | 178 762 CHF | 60 808 CHF | 96,94% | 96,94% |
24/01/2025 | 1,95% | 0,50 CHF | 0,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 152 467 CHF | 51 822 CHF | 98,60% | 98,60% |
23/01/2025 | 1,97% | 0,50 CHF | 0,51 CHF | 300 000 | 100 000 | 314 800 | 104 933 | 158 075 CHF | 53 741 CHF | 99,16% | 99,16% |
22/01/2025 | 1,82% | 0,50 CHF | 0,51 CHF | 300 000 | 100 000 | 309 043 | 103 020 | 167 799 CHF | 56 967 CHF | 97,90% | 97,90% |
21/01/2025 | 2,12% | 0,46 CHF | 0,47 CHF | 450 000 | 150 000 | 434 296 | 144 765 | 202 693 CHF | 69 012 CHF | 98,09% | 98,09% |
20/01/2025 | 2,22% | 0,48 CHF | 0,49 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 200 718 CHF | 68 406 CHF | 99,17% | 99,17% |
17/01/2025 | 2,16% | 0,46 CHF | 0,47 CHF | 450 000 | 150 000 | 450 000 | 149 984 | 206 595 CHF | 70 358 CHF | 99,17% | 99,17% |
16/01/2025 | 2,36% | 0,41 CHF | 0,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 188 613 CHF | 64 371 CHF | 99,01% | 99,01% |