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 | 4,34% | 0,26 CHF | 0,28 CHF | 50 000 | 50 000 | 161 205 | 99 993 | 44 610 CHF | 28 900 CHF | 60,74% | 60,74% |
28/01/2025 | 4,46% | 0,25 CHF | 0,26 CHF | 162 826 | 100 000 | 163 440 | 100 000 | 40 157 CHF | 25 694 CHF | 100,00% | 100,00% |
27/01/2025 | 5,02% | 0,21 CHF | 0,22 CHF | 165 114 | 100 000 | 165 228 | 100 000 | 34 206 CHF | 21 770 CHF | 100,00% | 100,00% |
24/01/2025 | 4,76% | 0,21 CHF | 0,22 CHF | 165 790 | 100 000 | 165 313 | 100 000 | 36 372 CHF | 23 077 CHF | 100,00% | 100,00% |
23/01/2025 | 4,81% | 0,21 CHF | 0,22 CHF | 166 598 | 100 000 | 166 087 | 100 000 | 35 800 CHF | 22 618 CHF | 99,24% | 99,24% |
22/01/2025 | 4,18% | 0,22 CHF | 0,23 CHF | 166 042 | 100 000 | 163 265 | 100 000 | 40 506 CHF | 25 889 CHF | 100,00% | 100,00% |
21/01/2025 | 5,60% | 0,18 CHF | 0,19 CHF | 169 155 | 100 000 | 168 693 | 100 000 | 31 269 CHF | 19 603 CHF | 100,00% | 100,00% |
20/01/2025 | 6,36% | 0,20 CHF | 0,21 CHF | 167 778 | 100 000 | 170 687 | 99 223 | 28 312 CHF | 17 538 CHF | 100,00% | 100,00% |
17/01/2025 | 7,69% | 0,18 CHF | 0,19 CHF | 169 845 | 100 000 | 128 020 | 82 579 | 22 780 CHF | 15 626 CHF | 100,00% | 100,00% |
16/01/2025 | 7,10% | 0,13 CHF | 0,14 CHF | 173 258 | 100 000 | 172 780 | 100 000 | 24 442 CHF | 15 187 CHF | 98,41% | 98,41% |