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 | 7,01% | 0,13 CHF | 0,14 CHF | 600 000 | 200 000 | 591 442 | 197 148 | 81 441 CHF | 29 119 CHF | 99,19% | 99,19% |
28/01/2025 | 8,00% | 0,12 CHF | 0,13 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 72 151 CHF | 26 050 CHF | 99,20% | 99,20% |
27/01/2025 | 9,90% | 0,10 CHF | 0,11 CHF | 600 000 | 200 000 | 665 985 | 221 995 | 63 798 CHF | 23 486 CHF | 96,94% | 96,94% |
24/01/2025 | 8,72% | 0,11 CHF | 0,12 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 65 974 CHF | 23 991 CHF | 98,61% | 98,61% |
23/01/2025 | 8,88% | 0,11 CHF | 0,12 CHF | 600 000 | 200 000 | 600 168 | 200 056 | 64 763 CHF | 23 588 CHF | 99,16% | 99,16% |
22/01/2025 | 7,30% | 0,11 CHF | 0,12 CHF | 600 000 | 200 000 | 586 059 | 195 353 | 78 403 CHF | 28 088 CHF | 97,90% | 97,90% |
21/01/2025 | 10,01% | 0,09 CHF | 0,10 CHF | 750 000 | 250 000 | 720 225 | 240 075 | 68 433 CHF | 25 212 CHF | 98,08% | 98,08% |
20/01/2025 | 11,15% | 0,10 CHF | 0,11 CHF | 600 000 | 200 000 | 744 851 | 248 284 | 63 314 CHF | 23 588 CHF | 99,17% | 99,17% |
17/01/2025 | 9,98% | 0,10 CHF | 0,11 CHF | 750 000 | 250 000 | 739 863 | 246 621 | 70 536 CHF | 25 978 CHF | 99,17% | 99,17% |
16/01/2025 | 11,78% | 0,07 CHF | 0,08 CHF | 750 000 | 250 000 | 750 610 | 250 203 | 59 961 CHF | 22 489 CHF | 99,01% | 99,01% |