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 | 2,31% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 110 000 | 100 000 | 51 864 CHF | 48 249 CHF | 60,74% | 60,74% |
28/01/2025 | 2,58% | 0,44 CHF | 0,46 CHF | 120 000 | 100 000 | 119 701 | 100 000 | 52 523 CHF | 45 033 CHF | 100,00% | 100,00% |
27/01/2025 | 2,68% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 129 324 | 100 000 | 51 678 CHF | 41 061 CHF | 100,00% | 100,00% |
24/01/2025 | 2,53% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 125 818 | 100 000 | 51 950 CHF | 42 373 CHF | 100,00% | 100,00% |
23/01/2025 | 2,68% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 128 944 | 100 000 | 52 478 CHF | 41 816 CHF | 99,31% | 99,31% |
22/01/2025 | 2,44% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 119 489 | 100 000 | 52 448 CHF | 45 114 CHF | 100,00% | 100,00% |
21/01/2025 | 2,97% | 0,37 CHF | 0,39 CHF | 140 000 | 100 000 | 137 761 | 100 000 | 51 897 CHF | 38 837 CHF | 100,00% | 100,00% |
20/01/2025 | 3,03% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 143 768 | 99 223 | 51 475 CHF | 36 652 CHF | 100,00% | 100,00% |
17/01/2025 | 3,69% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 108 375 | 82 579 | 40 007 CHF | 31 442 CHF | 100,00% | 100,00% |
16/01/2025 | 3,07% | 0,32 CHF | 0,34 CHF | 160 000 | 100 000 | 157 335 | 100 000 | 52 328 CHF | 34 311 CHF | 98,41% | 98,41% |