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 | 0,67% | 1,53 CHF | 1,54 CHF | 50 000 | 50 000 | 49 532 | 49 532 | 74 187 CHF | 74 683 CHF | 100,00% | 100,00% |
20/01/2025 | 0,64% | 1,45 CHF | 1,46 CHF | 50 000 | 50 000 | 49 545 | 49 545 | 77 698 CHF | 78 194 CHF | 99,97% | 99,97% |
17/01/2025 | 0,51% | 1,66 CHF | 1,67 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 97 996 CHF | 98 492 CHF | 100,00% | 100,00% |
16/01/2025 | 0,53% | 1,96 CHF | 1,97 CHF | 50 000 | 50 000 | 49 532 | 49 529 | 94 090 CHF | 94 578 CHF | 99,98% | 99,98% |
15/01/2025 | 0,40% | 2,11 CHF | 2,12 CHF | 50 000 | 50 000 | 49 600 | 49 597 | 128 259 CHF | 128 750 CHF | 99,85% | 99,85% |
13/01/2025 | 0,32% | 3,20 CHF | 3,21 CHF | 50 000 | 50 000 | 49 530 | 49 530 | 157 097 CHF | 157 593 CHF | 100,00% | 100,00% |
10/01/2025 | 0,43% | 2,90 CHF | 2,91 CHF | 50 000 | 50 000 | 49 533 | 49 533 | 117 671 CHF | 118 167 CHF | 100,00% | 100,00% |
09/01/2025 | 0,45% | 2,23 CHF | 2,24 CHF | 50 000 | 50 000 | 49 874 | 49 874 | 111 358 CHF | 111 857 CHF | 78,26% | 78,26% |
08/01/2025 | 0,47% | 2,18 CHF | 2,19 CHF | 50 000 | 50 000 | 49 533 | 49 533 | 105 428 CHF | 105 924 CHF | 99,98% | 99,98% |
07/01/2025 | 0,68% | 1,85 CHF | 1,86 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 73 891 CHF | 74 386 CHF | 100,00% | 100,00% |