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 | 3,88% | 0,24 CHF | 0,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 113 876 CHF | 39 459 CHF | 99,19% | 99,19% |
28/01/2025 | 4,22% | 0,24 CHF | 0,25 CHF | 450 000 | 150 000 | 472 457 | 157 486 | 109 528 CHF | 38 084 CHF | 99,20% | 99,20% |
27/01/2025 | 4,77% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 122 884 CHF | 42 961 CHF | 96,94% | 96,94% |
24/01/2025 | 4,53% | 0,21 CHF | 0,22 CHF | 600 000 | 200 000 | 596 772 | 198 924 | 128 919 CHF | 44 962 CHF | 98,61% | 98,61% |
23/01/2025 | 4,56% | 0,21 CHF | 0,22 CHF | 600 000 | 200 000 | 599 874 | 199 958 | 128 674 CHF | 44 891 CHF | 99,16% | 99,16% |
22/01/2025 | 4,07% | 0,22 CHF | 0,23 CHF | 600 000 | 200 000 | 492 666 | 164 222 | 118 278 CHF | 41 068 CHF | 97,90% | 97,90% |
21/01/2025 | 5,00% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 117 238 CHF | 41 079 CHF | 98,09% | 98,09% |
20/01/2025 | 5,36% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 108 992 CHF | 38 331 CHF | 99,17% | 99,17% |
17/01/2025 | 5,10% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 114 701 CHF | 40 234 CHF | 99,17% | 99,17% |
16/01/2025 | 5,73% | 0,16 CHF | 0,17 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 101 741 CHF | 35 914 CHF | 99,01% | 99,01% |