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 | 11,35% | 0,08 CHF | 0,09 CHF | 434 869 | 100 000 | 406 821 | 100 000 | 36 614 CHF | 10 087 CHF | 60,74% | 60,74% |
28/01/2025 | 13,08% | 0,08 CHF | 0,09 CHF | 432 161 | 100 000 | 466 463 | 100 000 | 36 827 CHF | 9 004 CHF | 100,00% | 100,00% |
27/01/2025 | 16,15% | 0,07 CHF | 0,08 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 33 174 CHF | 7 791 CHF | 100,00% | 100,00% |
24/01/2025 | 14,34% | 0,07 CHF | 0,08 CHF | 481 361 | 100 000 | 481 194 | 100 000 | 33 955 CHF | 8 150 CHF | 100,00% | 100,00% |
23/01/2025 | 13,49% | 0,07 CHF | 0,08 CHF | 500 000 | 100 000 | 489 404 | 100 000 | 34 523 CHF | 8 076 CHF | 99,32% | 99,32% |
22/01/2025 | 11,87% | 0,07 CHF | 0,08 CHF | 492 513 | 100 000 | 447 353 | 100 000 | 37 758 CHF | 9 563 CHF | 100,00% | 100,00% |
21/01/2025 | 14,50% | 0,06 CHF | 0,07 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 32 161 CHF | 7 432 CHF | 100,00% | 100,00% |
20/01/2025 | 15,57% | 0,07 CHF | 0,08 CHF | 500 000 | 100 000 | 500 000 | 99 223 | 30 269 CHF | 7 019 CHF | 100,00% | 100,00% |
17/01/2025 | 22,34% | 0,06 CHF | 0,07 CHF | 500 000 | 100 000 | 343 214 | 82 579 | 21 301 CHF | 6 163 CHF | 100,00% | 100,00% |
16/01/2025 | 20,45% | 0,05 CHF | 0,06 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 25 169 CHF | 6 190 CHF | 98,41% | 98,41% |