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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21/01/2025 | 1,54% | 0,65 CHF | 0,66 CHF | 225 000 | 225 000 | 224 276 | 224 276 | 144 886 CHF | 147 128 CHF | 20,23% | 99,94% |
20/01/2025 | 1,61% | 0,57 CHF | 0,60 CHF | 65 000 | 66 000 | 44 661 | 44 661 | 27 481 CHF | 27 928 CHF | 62,11% | 99,88% |
17/01/2025 | 1,61% | 0,59 CHF | 0,60 CHF | 215 000 | 215 000 | 86 828 | 86 828 | 54 346 CHF | 55 217 CHF | 100,00% | 100,00% |
16/01/2025 | 1,61% | 0,65 CHF | 0,66 CHF | 220 000 | 220 000 | 86 635 | 86 635 | 56 440 CHF | 57 308 CHF | 99,84% | 99,84% |
15/01/2025 | 1,35% | 0,67 CHF | 0,68 CHF | 225 000 | 225 000 | 90 432 | 90 432 | 65 850 CHF | 66 760 CHF | 99,86% | 99,86% |
13/01/2025 | 1,16% | 0,87 CHF | 0,88 CHF | 240 000 | 240 000 | 92 863 | 92 863 | 80 421 CHF | 81 351 CHF | 98,78% | 98,78% |
10/01/2025 | 1,34% | 0,82 CHF | 0,83 CHF | 235 000 | 235 000 | 91 777 | 91 777 | 71 640 CHF | 72 559 CHF | 100,00% | 100,00% |
09/01/2025 | 1,38% | 0,73 CHF | 0,74 CHF | 69 000 | 69 000 | 51 458 | 51 458 | 36 924 CHF | 37 438 CHF | 100,00% | 100,00% |
08/01/2025 | 1,40% | 0,70 CHF | 0,71 CHF | 225 000 | 225 000 | 91 876 | 91 876 | 65 490 CHF | 66 410 CHF | 96,19% | 99,55% |
07/01/2025 | 1,51% | 0,73 CHF | 0,74 CHF | 230 000 | 230 000 | 90 533 | 90 533 | 63 906 CHF | 64 813 CHF | 100,00% | 100,00% |