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 | 2,43% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 120 000 | 100 000 | 51 860 CHF | 44 278 CHF | 60,74% | 60,74% |
28/01/2025 | 2,73% | 0,40 CHF | 0,42 CHF | 130 000 | 100 000 | 130 305 | 100 000 | 52 115 CHF | 41 119 CHF | 100,00% | 100,00% |
27/01/2025 | 2,92% | 0,36 CHF | 0,37 CHF | 140 000 | 100 000 | 143 645 | 100 000 | 51 717 CHF | 37 096 CHF | 100,00% | 100,00% |
24/01/2025 | 2,72% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 139 783 | 100 000 | 52 232 CHF | 38 400 CHF | 100,00% | 100,00% |
23/01/2025 | 3,09% | 0,36 CHF | 0,38 CHF | 140 000 | 100 000 | 140 070 | 100 000 | 51 502 CHF | 37 925 CHF | 99,08% | 99,08% |
22/01/2025 | 2,63% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 130 391 | 100 000 | 52 088 CHF | 41 169 CHF | 100,00% | 100,00% |
21/01/2025 | 3,08% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 153 476 | 100 000 | 51 852 CHF | 34 894 CHF | 100,00% | 100,00% |
20/01/2025 | 3,32% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 162 694 | 99 223 | 51 871 CHF | 32 739 CHF | 100,00% | 100,00% |
17/01/2025 | 4,29% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 119 187 | 82 579 | 39 274 CHF | 28 209 CHF | 100,00% | 100,00% |
16/01/2025 | 3,46% | 0,29 CHF | 0,30 CHF | 173 365 | 100 000 | 172 284 | 100 000 | 50 362 CHF | 30 266 CHF | 62,39% | 62,39% |