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 | 3,30% | 0,29 CHF | 0,30 CHF | 180 000 | 100 000 | 170 050 | 100 000 | 51 453 CHF | 31 275 CHF | 60,74% | 60,74% |
28/01/2025 | 3,61% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 182 002 | 100 000 | 50 926 CHF | 29 025 CHF | 100,00% | 100,00% |
27/01/2025 | 4,49% | 0,25 CHF | 0,26 CHF | 200 000 | 100 000 | 201 534 | 100 000 | 50 644 CHF | 26 291 CHF | 100,00% | 100,00% |
24/01/2025 | 4,26% | 0,26 CHF | 0,27 CHF | 200 000 | 100 000 | 198 093 | 100 000 | 51 688 CHF | 27 237 CHF | 100,00% | 100,00% |
23/01/2025 | 4,12% | 0,26 CHF | 0,27 CHF | 200 000 | 100 000 | 199 347 | 100 000 | 51 326 CHF | 26 834 CHF | 99,31% | 99,31% |
22/01/2025 | 3,95% | 0,26 CHF | 0,27 CHF | 200 000 | 100 000 | 184 024 | 100 000 | 51 419 CHF | 29 180 CHF | 100,00% | 100,00% |
21/01/2025 | 4,53% | 0,23 CHF | 0,24 CHF | 220 000 | 100 000 | 214 051 | 100 000 | 50 285 CHF | 24 612 CHF | 100,00% | 100,00% |
20/01/2025 | 4,85% | 0,25 CHF | 0,26 CHF | 200 000 | 100 000 | 227 556 | 99 223 | 50 562 CHF | 23 166 CHF | 100,00% | 100,00% |
17/01/2025 | 5,97% | 0,23 CHF | 0,24 CHF | 220 000 | 100 000 | 158 540 | 82 579 | 36 763 CHF | 20 083 CHF | 100,00% | 100,00% |
16/01/2025 | 5,21% | 0,20 CHF | 0,21 CHF | 250 000 | 100 000 | 242 636 | 100 000 | 50 291 CHF | 21 844 CHF | 98,41% | 98,41% |