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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21/01/2025 | 1,23% | 0,81 CHF | 0,82 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 120 812 CHF | 122 312 CHF | 100,00% | 100,00% |
20/01/2025 | 1,29% | 0,83 CHF | 0,84 CHF | 80 000 | 80 000 | 134 753 | 134 753 | 103 451 CHF | 104 799 CHF | 100,00% | 100,00% |
17/01/2025 | 1,68% | 0,75 CHF | 0,76 CHF | 150 000 | 150 000 | 149 865 | 149 865 | 89 740 CHF | 91 240 CHF | 99,89% | 99,89% |
16/01/2025 | 1,68% | 0,57 CHF | 0,58 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 88 641 CHF | 90 141 CHF | 100,00% | 100,00% |
15/01/2025 | 2,36% | 0,54 CHF | 0,55 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 64 979 CHF | 66 479 CHF | 99,79% | 99,79% |
13/01/2025 | 3,48% | 0,28 CHF | 0,30 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 42 389 CHF | 43 889 CHF | 100,00% | 100,00% |
10/01/2025 | 1,92% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 150 000 | 149 997 | 79 329 CHF | 80 828 CHF | 99,61% | 99,61% |
09/01/2025 | 1,72% | 0,56 CHF | 0,57 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 86 346 CHF | 87 846 CHF | 77,24% | 77,24% |
08/01/2025 | 1,63% | 0,60 CHF | 0,61 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 91 545 CHF | 93 045 CHF | 100,00% | 100,00% |
07/01/2025 | 1,23% | 0,73 CHF | 0,74 CHF | 150 000 | 150 000 | 149 998 | 150 000 | 121 922 CHF | 123 424 CHF | 100,00% | 100,00% |