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 | 3,59% | 0,28 CHF | 0,29 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 137 022 CHF | 142 022 CHF | 100,00% | 100,00% |
20/01/2025 | 3,26% | 0,29 CHF | 0,30 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 151 226 CHF | 156 226 CHF | 100,00% | 100,00% |
17/01/2025 | 3,00% | 0,32 CHF | 0,33 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 164 172 CHF | 169 172 CHF | 99,84% | 99,84% |
16/01/2025 | 2,94% | 0,31 CHF | 0,32 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 167 547 CHF | 172 547 CHF | 100,00% | 100,00% |
15/01/2025 | 3,18% | 0,34 CHF | 0,35 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 154 769 CHF | 159 769 CHF | 99,88% | 99,88% |
13/01/2025 | 2,66% | 0,38 CHF | 0,39 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 185 568 CHF | 190 568 CHF | 100,00% | 100,00% |
10/01/2025 | 3,10% | 0,31 CHF | 0,32 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 160 416 CHF | 165 416 CHF | 99,97% | 99,97% |
09/01/2025 | 4,31% | 0,25 CHF | 0,26 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 113 643 CHF | 118 643 CHF | 100,00% | 100,00% |
08/01/2025 | 3,88% | 0,23 CHF | 0,24 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 126 539 CHF | 131 539 CHF | 100,00% | 100,00% |
07/01/2025 | 4,17% | 0,24 CHF | 0,25 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 117 455 CHF | 122 455 CHF | 100,00% | 100,00% |