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 | 19,34% | 0,06 CHF | 0,07 CHF | 381 252 | 100 000 | 375 127 | 100 000 | 24 534 CHF | 7 928 CHF | 60,74% | 60,74% |
28/01/2025 | 18,26% | 0,06 CHF | 0,07 CHF | 422 265 | 100 000 | 434 035 | 100 000 | 23 688 CHF | 6 565 CHF | 100,00% | 100,00% |
27/01/2025 | 24,08% | 0,04 CHF | 0,05 CHF | 489 558 | 100 000 | 494 709 | 100 000 | 20 528 CHF | 5 292 CHF | 100,00% | 100,00% |
24/01/2025 | 19,22% | 0,05 CHF | 0,06 CHF | 499 979 | 100 000 | 447 667 | 100 000 | 22 206 CHF | 6 017 CHF | 100,00% | 100,00% |
23/01/2025 | 20,71% | 0,05 CHF | 0,06 CHF | 500 000 | 100 000 | 468 878 | 100 000 | 22 824 CHF | 5 993 CHF | 99,31% | 99,31% |
22/01/2025 | 17,12% | 0,05 CHF | 0,06 CHF | 440 930 | 100 000 | 403 757 | 100 000 | 24 967 CHF | 7 423 CHF | 100,00% | 100,00% |
21/01/2025 | 21,65% | 0,04 CHF | 0,05 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 20 973 CHF | 5 207 CHF | 100,00% | 100,00% |
20/01/2025 | 24,33% | 0,05 CHF | 0,06 CHF | 500 000 | 100 000 | 500 000 | 99 223 | 19 455 CHF | 4 915 CHF | 100,00% | 100,00% |
17/01/2025 | 31,05% | 0,04 CHF | 0,05 CHF | 500 000 | 100 000 | 343 215 | 82 579 | 14 134 CHF | 4 391 CHF | 100,00% | 100,00% |
16/01/2025 | 28,76% | 0,03 CHF | 0,04 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 15 096 CHF | 4 034 CHF | 98,41% | 98,41% |