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 | 3,73% | 0,30 CHF | 0,31 CHF | 162 579 | 100 000 | 160 923 | 100 000 | 50 447 CHF | 32 545 CHF | 11,02% | 11,02% |
28/01/2025 | 3,91% | 0,29 CHF | 0,30 CHF | 162 826 | 100 000 | 163 436 | 100 000 | 46 475 CHF | 29 574 CHF | 100,00% | 100,00% |
27/01/2025 | 4,61% | 0,25 CHF | 0,26 CHF | 165 363 | 100 000 | 165 244 | 100 000 | 40 731 CHF | 25 813 CHF | 100,00% | 100,00% |
24/01/2025 | 4,14% | 0,25 CHF | 0,26 CHF | 165 622 | 100 000 | 165 314 | 100 000 | 42 790 CHF | 26 981 CHF | 100,00% | 100,00% |
23/01/2025 | 4,13% | 0,25 CHF | 0,26 CHF | 166 484 | 100 000 | 166 130 | 100 000 | 42 333 CHF | 26 557 CHF | 99,32% | 99,32% |
22/01/2025 | 3,77% | 0,26 CHF | 0,27 CHF | 166 003 | 100 000 | 164 786 | 100 000 | 44 649 CHF | 28 157 CHF | 36,39% | 36,39% |
21/01/2025 | 4,49% | 0,22 CHF | 0,23 CHF | 169 095 | 100 000 | 168 686 | 100 000 | 37 944 CHF | 23 529 CHF | 100,00% | 100,00% |
20/01/2025 | 5,19% | 0,24 CHF | 0,25 CHF | 167 623 | 100 000 | 170 671 | 99 223 | 34 995 CHF | 21 430 CHF | 100,00% | 100,00% |
17/01/2025 | 6,36% | 0,22 CHF | 0,23 CHF | 169 785 | 100 000 | 128 018 | 82 579 | 27 802 CHF | 18 877 CHF | 100,00% | 100,00% |
16/01/2025 | 5,78% | 0,17 CHF | 0,18 CHF | 173 160 | 100 000 | 172 930 | 100 000 | 31 093 CHF | 19 050 CHF | 98,41% | 98,41% |