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 | 5,47% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 106 734 CHF | 37 578 CHF | 99,19% | 99,19% |
28/01/2025 | 6,03% | 0,16 CHF | 0,17 CHF | 600 000 | 200 000 | 601 566 | 200 522 | 96 939 CHF | 34 318 CHF | 99,20% | 99,20% |
27/01/2025 | 6,91% | 0,14 CHF | 0,15 CHF | 750 000 | 250 000 | 745 229 | 248 410 | 104 171 CHF | 37 208 CHF | 96,94% | 96,94% |
24/01/2025 | 6,44% | 0,15 CHF | 0,16 CHF | 750 000 | 250 000 | 682 934 | 227 645 | 102 594 CHF | 36 475 CHF | 98,60% | 98,60% |
23/01/2025 | 6,54% | 0,15 CHF | 0,16 CHF | 750 000 | 250 000 | 714 063 | 238 021 | 105 666 CHF | 37 602 CHF | 99,16% | 99,16% |
22/01/2025 | 5,79% | 0,15 CHF | 0,16 CHF | 750 000 | 250 000 | 628 749 | 209 583 | 105 693 CHF | 37 327 CHF | 97,90% | 97,90% |
21/01/2025 | 7,15% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 101 446 CHF | 36 315 CHF | 98,09% | 98,09% |
20/01/2025 | 7,75% | 0,14 CHF | 0,15 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 93 281 CHF | 33 594 CHF | 99,17% | 99,17% |
17/01/2025 | 7,25% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 99 864 CHF | 35 788 CHF | 99,17% | 99,17% |
16/01/2025 | 8,25% | 0,11 CHF | 0,12 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 87 298 CHF | 31 599 CHF | 99,01% | 99,01% |