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 | 5,54% | 0,17 CHF | 0,18 CHF | 221 817 | 100 000 | 214 008 | 100 000 | 39 193 CHF | 19 357 CHF | 60,74% | 60,74% |
28/01/2025 | 7,16% | 0,17 CHF | 0,18 CHF | 230 406 | 100 000 | 230 727 | 100 000 | 37 262 CHF | 17 366 CHF | 100,00% | 100,00% |
27/01/2025 | 7,56% | 0,14 CHF | 0,15 CHF | 247 628 | 100 000 | 255 098 | 100 000 | 34 838 CHF | 14 736 CHF | 100,00% | 100,00% |
24/01/2025 | 7,16% | 0,14 CHF | 0,15 CHF | 253 342 | 100 000 | 248 696 | 100 000 | 36 573 CHF | 15 804 CHF | 100,00% | 100,00% |
23/01/2025 | 6,95% | 0,14 CHF | 0,15 CHF | 256 559 | 100 000 | 251 473 | 100 000 | 36 656 CHF | 15 637 CHF | 99,31% | 99,31% |
22/01/2025 | 6,22% | 0,14 CHF | 0,15 CHF | 251 378 | 100 000 | 232 823 | 100 000 | 38 246 CHF | 17 581 CHF | 100,00% | 100,00% |
21/01/2025 | 7,82% | 0,12 CHF | 0,13 CHF | 290 771 | 100 000 | 273 687 | 100 000 | 34 370 CHF | 13 602 CHF | 100,00% | 100,00% |
20/01/2025 | 9,04% | 0,14 CHF | 0,15 CHF | 265 176 | 100 000 | 291 583 | 99 223 | 33 678 CHF | 12 556 CHF | 100,00% | 100,00% |
17/01/2025 | 10,76% | 0,13 CHF | 0,14 CHF | 278 216 | 100 000 | 199 467 | 82 579 | 24 912 CHF | 11 235 CHF | 100,00% | 100,00% |
16/01/2025 | 10,08% | 0,10 CHF | 0,11 CHF | 326 874 | 100 000 | 317 818 | 100 000 | 32 779 CHF | 11 409 CHF | 98,41% | 98,41% |