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% | 0,49 CHF | 0,51 CHF | 110 000 | 100 000 | 100 001 | 100 000 | 50 902 CHF | 52 160 CHF | 60,74% | 60,74% |
28/01/2025 | 2,23% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 109 909 | 100 000 | 52 414 CHF | 48 767 CHF | 100,00% | 100,00% |
27/01/2025 | 2,50% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 119 572 | 100 000 | 52 332 CHF | 44 883 CHF | 100,00% | 100,00% |
24/01/2025 | 2,51% | 0,44 CHF | 0,46 CHF | 120 000 | 100 000 | 116 886 | 100 000 | 52 713 CHF | 46 269 CHF | 100,00% | 100,00% |
23/01/2025 | 2,37% | 0,44 CHF | 0,46 CHF | 120 000 | 100 000 | 119 134 | 100 000 | 53 143 CHF | 45 685 CHF | 99,31% | 99,31% |
22/01/2025 | 2,22% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 109 676 | 100 000 | 52 398 CHF | 48 998 CHF | 100,00% | 100,00% |
21/01/2025 | 2,45% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 125 674 | 100 000 | 52 276 CHF | 42 668 CHF | 100,00% | 100,00% |
20/01/2025 | 2,75% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 129 772 | 99 223 | 51 464 CHF | 40 465 CHF | 100,00% | 100,00% |
17/01/2025 | 3,37% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 99 801 | 82 579 | 40 707 CHF | 34 679 CHF | 100,00% | 100,00% |
16/01/2025 | 2,74% | 0,36 CHF | 0,37 CHF | 140 000 | 100 000 | 139 939 | 100 000 | 52 045 CHF | 38 226 CHF | 98,41% | 98,41% |