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 | 2,77% | 0,23 CHF | 0,24 CHF | 220 000 | 200 000 | 200 070 | 200 000 | 72 251 CHF | 74 234 CHF | 100,00% | 100,00% |
20/01/2025 | 2,33% | 0,41 CHF | 0,42 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 85 473 CHF | 87 473 CHF | 96,20% | 96,20% |
17/01/2025 | 1,99% | 0,47 CHF | 0,48 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 99 790 CHF | 101 790 CHF | 100,00% | 100,00% |
16/01/2025 | 1,47% | 0,61 CHF | 0,62 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 140 899 CHF | 142 985 CHF | 98,89% | 98,89% |
15/01/2025 | 1,00% | 0,90 CHF | 0,91 CHF | 200 000 | 200 000 | 197 803 | 197 803 | 203 941 CHF | 205 944 CHF | 95,94% | 95,94% |
13/01/2025 | 1,62% | 1,02 CHF | 1,03 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 222 317 CHF | 225 936 CHF | 96,22% | 96,22% |
10/01/2025 | 2,12% | 0,90 CHF | 0,93 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 148 757 CHF | 152 063 CHF | 98,05% | 98,05% |
09/01/2025 | 1,64% | 0,60 CHF | 0,61 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 121 670 CHF | 123 670 CHF | 99,72% | 99,72% |
08/01/2025 | 1,24% | 0,76 CHF | 0,77 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 162 067 CHF | 164 078 CHF | 55,09% | 55,09% |
07/01/2025 | 1,30% | 0,83 CHF | 0,84 CHF | 200 000 | 200 000 | 189 720 | 189 720 | 177 883 CHF | 180 020 CHF | 98,30% | 98,30% |