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 | 0,61% | 1,54 CHF | 1,55 CHF | 500 000 | 500 000 | 500 000 | 499 999 | 816 899 CHF | 821 898 CHF | 100,00% | 100,00% |
20/01/2025 | 0,58% | 1,62 CHF | 1,63 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 857 474 CHF | 862 474 CHF | 99,94% | 99,94% |
17/01/2025 | 0,53% | 1,80 CHF | 1,81 CHF | 500 000 | 500 000 | 499 864 | 499 864 | 935 617 CHF | 940 617 CHF | 100,00% | 100,00% |
16/01/2025 | 0,43% | 2,34 CHF | 2,35 CHF | 500 000 | 500 000 | 499 678 | 499 678 | 1 158 240 CHF | 1 163 240 CHF | 99,91% | 99,91% |
15/01/2025 | 0,40% | 2,31 CHF | 2,32 CHF | 500 000 | 500 000 | 491 635 | 491 635 | 1 280 740 CHF | 1 285 710 CHF | 99,93% | 99,93% |
13/01/2025 | 0,31% | 3,17 CHF | 3,18 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 632 640 CHF | 1 637 640 CHF | 100,00% | 100,00% |
10/01/2025 | 0,35% | 3,09 CHF | 3,10 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 424 360 CHF | 1 429 360 CHF | 99,78% | 99,78% |
09/01/2025 | 0,35% | 2,89 CHF | 2,90 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 440 590 CHF | 1 445 590 CHF | 100,00% | 100,00% |
08/01/2025 | 0,35% | 2,88 CHF | 2,89 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 416 450 CHF | 1 421 450 CHF | 99,72% | 99,72% |
07/01/2025 | 0,34% | 2,87 CHF | 2,88 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 472 810 CHF | 1 477 810 CHF | 100,00% | 100,00% |