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 | 3,60% | 0,25 CHF | 0,26 CHF | 164 106 | 50 000 | 165 084 | 50 000 | 45 141 CHF | 14 171 CHF | 100,00% | 100,00% |
20/01/2025 | 4,64% | 0,29 CHF | 0,30 CHF | 165 247 | 50 000 | 165 065 | 49 430 | 43 095 CHF | 13 515 CHF | 100,00% | 100,00% |
17/01/2025 | 3,60% | 0,27 CHF | 0,28 CHF | 165 649 | 50 000 | 165 426 | 50 000 | 45 207 CHF | 14 164 CHF | 100,00% | 100,00% |
16/01/2025 | 3,59% | 0,30 CHF | 0,31 CHF | 166 196 | 50 000 | 165 960 | 50 000 | 48 501 CHF | 15 146 CHF | 99,28% | 99,28% |
15/01/2025 | 3,94% | 0,28 CHF | 0,29 CHF | 165 627 | 50 000 | 165 656 | 48 352 | 47 266 CHF | 14 354 CHF | 99,18% | 99,18% |