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 | 8,68% | 0,11 CHF | 0,12 CHF | 268 735 | 100 000 | 267 852 | 100 000 | 30 824 CHF | 12 552 CHF | 60,74% | 60,74% |
28/01/2025 | 10,32% | 0,10 CHF | 0,11 CHF | 287 739 | 100 000 | 291 927 | 100 000 | 29 011 CHF | 11 034 CHF | 100,00% | 100,00% |
27/01/2025 | 12,11% | 0,08 CHF | 0,09 CHF | 332 038 | 100 000 | 338 876 | 100 000 | 27 487 CHF | 9 164 CHF | 100,00% | 100,00% |
24/01/2025 | 11,62% | 0,09 CHF | 0,10 CHF | 332 845 | 100 000 | 318 182 | 100 000 | 28 315 CHF | 10 004 CHF | 99,99% | 99,99% |
23/01/2025 | 11,71% | 0,09 CHF | 0,10 CHF | 336 840 | 100 000 | 326 705 | 100 000 | 28 693 CHF | 9 884 CHF | 99,31% | 99,31% |
22/01/2025 | 9,47% | 0,09 CHF | 0,10 CHF | 314 090 | 100 000 | 293 343 | 100 000 | 30 777 CHF | 11 642 CHF | 99,99% | 99,99% |
21/01/2025 | 12,58% | 0,07 CHF | 0,08 CHF | 368 419 | 100 000 | 358 636 | 100 000 | 26 966 CHF | 8 544 CHF | 100,00% | 100,00% |
20/01/2025 | 14,31% | 0,08 CHF | 0,09 CHF | 367 901 | 100 000 | 401 002 | 99 223 | 27 849 CHF | 7 960 CHF | 100,00% | 100,00% |
17/01/2025 | 17,90% | 0,08 CHF | 0,09 CHF | 371 095 | 100 000 | 263 675 | 82 579 | 19 885 CHF | 7 145 CHF | 100,00% | 100,00% |
16/01/2025 | 15,38% | 0,06 CHF | 0,07 CHF | 424 852 | 100 000 | 424 352 | 100 000 | 25 533 CHF | 7 019 CHF | 98,41% | 98,41% |