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 | 3,35% | 0,33 CHF | 0,35 CHF | 160 000 | 100 000 | 148 081 | 100 000 | 51 794 CHF | 36 178 CHF | 60,74% | 60,74% |
28/01/2025 | 3,37% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 161 729 | 100 000 | 51 061 CHF | 32 668 CHF | 54,63% | 54,63% |
27/01/2025 | 3,95% | 0,28 CHF | 0,29 CHF | 165 024 | 100 000 | 165 229 | 100 000 | 46 031 CHF | 28 985 CHF | 100,00% | 100,00% |
24/01/2025 | 3,75% | 0,29 CHF | 0,30 CHF | 165 735 | 100 000 | 165 266 | 100 000 | 48 294 CHF | 30 340 CHF | 100,00% | 100,00% |
23/01/2025 | 3,70% | 0,28 CHF | 0,30 CHF | 166 598 | 100 000 | 166 089 | 100 000 | 47 577 CHF | 29 726 CHF | 99,31% | 99,31% |
22/01/2025 | 3,60% | 0,29 CHF | 0,30 CHF | 166 120 | 100 000 | 166 116 | 100 000 | 47 337 CHF | 29 548 CHF | 20,01% | 20,01% |
21/01/2025 | 3,96% | 0,25 CHF | 0,26 CHF | 169 178 | 100 000 | 168 823 | 100 000 | 43 323 CHF | 26 703 CHF | 100,00% | 100,00% |
20/01/2025 | 4,52% | 0,27 CHF | 0,28 CHF | 167 932 | 100 000 | 170 734 | 99 223 | 40 561 CHF | 24 663 CHF | 100,00% | 100,00% |
17/01/2025 | 5,57% | 0,25 CHF | 0,26 CHF | 170 086 | 100 000 | 128 010 | 82 579 | 31 871 CHF | 21 512 CHF | 100,00% | 100,00% |
16/01/2025 | 4,89% | 0,20 CHF | 0,22 CHF | 173 417 | 100 000 | 172 876 | 100 000 | 36 686 CHF | 22 285 CHF | 98,41% | 98,41% |