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 | 2,45% | 0,53 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 683 CHF | 56 038 CHF | 60,74% | 60,74% |
28/01/2025 | 2,21% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 100 080 | 100 000 | 51 672 CHF | 52 784 CHF | 100,00% | 100,00% |
27/01/2025 | 2,27% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 109 831 | 100 000 | 52 417 CHF | 48 827 CHF | 100,00% | 100,00% |
24/01/2025 | 2,12% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 107 006 | 100 000 | 52 479 CHF | 50 123 CHF | 100,00% | 100,00% |
23/01/2025 | 2,16% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 109 222 | 100 000 | 53 041 CHF | 49 634 CHF | 99,32% | 99,32% |
22/01/2025 | 2,04% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 102 642 | 100 000 | 53 140 CHF | 52 924 CHF | 100,00% | 100,00% |
21/01/2025 | 2,22% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 115 677 | 100 000 | 52 689 CHF | 46 614 CHF | 100,00% | 100,00% |
20/01/2025 | 2,46% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 119 276 | 99 223 | 52 002 CHF | 44 351 CHF | 100,00% | 100,00% |
17/01/2025 | 3,14% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 93 680 | 82 579 | 41 889 CHF | 37 977 CHF | 100,00% | 100,00% |
16/01/2025 | 2,46% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 128 204 | 100 000 | 52 744 CHF | 42 177 CHF | 98,41% | 98,41% |