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 | 4,42% | 0,22 CHF | 0,23 CHF | 230 000 | 100 000 | 217 727 | 100 000 | 50 554 CHF | 24 277 CHF | 60,74% | 60,74% |
28/01/2025 | 5,42% | 0,22 CHF | 0,23 CHF | 230 000 | 100 000 | 238 779 | 100 000 | 50 403 CHF | 22 298 CHF | 89,10% | 89,10% |
27/01/2025 | 5,48% | 0,19 CHF | 0,20 CHF | 261 477 | 100 000 | 268 003 | 100 000 | 49 586 CHF | 19 545 CHF | 65,97% | 65,97% |
24/01/2025 | 5,22% | 0,20 CHF | 0,21 CHF | 266 146 | 100 000 | 252 056 | 100 000 | 49 997 CHF | 20 909 CHF | 55,46% | 55,46% |
23/01/2025 | 5,58% | 0,19 CHF | 0,20 CHF | 274 172 | 100 000 | 254 980 | 100 000 | 50 132 CHF | 20 804 CHF | 57,77% | 57,77% |
22/01/2025 | 5,70% | 0,19 CHF | 0,20 CHF | 264 463 | 100 000 | 263 308 | 100 000 | 49 806 CHF | 20 063 CHF | 7,23% | 7,23% |
21/01/2025 | 5,65% | 0,17 CHF | 0,18 CHF | 294 176 | 100 000 | 283 838 | 100 000 | 49 060 CHF | 18 302 CHF | 77,34% | 77,34% |
20/01/2025 | 6,48% | 0,18 CHF | 0,19 CHF | 286 981 | 100 000 | 296 717 | 99 108 | 48 424 CHF | 17 252 CHF | 87,14% | 87,14% |
17/01/2025 | 9,10% | 0,18 CHF | 0,19 CHF | 285 340 | 100 000 | 164 880 | 74 337 | 28 407 CHF | 13 705 CHF | 67,88% | 67,88% |
16/01/2025 | 6,57% | 0,15 CHF | 0,16 CHF | 320 202 | 100 000 | 312 137 | 100 000 | 47 342 CHF | 16 197 CHF | 98,41% | 98,41% |