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 | 3,26% | 0,39 CHF | 0,41 CHF | 130 000 | 100 000 | 128 292 | 100 000 | 52 321 CHF | 42 149 CHF | 60,74% | 60,74% |
28/01/2025 | 2,81% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 138 004 | 100 000 | 51 988 CHF | 38 767 CHF | 100,00% | 100,00% |
27/01/2025 | 3,22% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 153 723 | 100 000 | 51 899 CHF | 34 899 CHF | 99,19% | 99,19% |
24/01/2025 | 3,20% | 0,34 CHF | 0,36 CHF | 150 000 | 100 000 | 147 006 | 100 000 | 51 548 CHF | 36 223 CHF | 100,00% | 100,00% |
23/01/2025 | 3,04% | 0,34 CHF | 0,36 CHF | 150 000 | 100 000 | 149 572 | 100 000 | 51 760 CHF | 35 685 CHF | 99,32% | 99,32% |
22/01/2025 | 2,80% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 137 765 | 100 000 | 52 025 CHF | 38 998 CHF | 100,00% | 100,00% |
21/01/2025 | 3,30% | 0,31 CHF | 0,32 CHF | 169 272 | 100 000 | 162 980 | 100 000 | 51 788 CHF | 32 889 CHF | 80,46% | 80,46% |
20/01/2025 | 3,68% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 169 459 | 99 649 | 49 834 CHF | 30 435 CHF | 27,86% | 27,86% |
17/01/2025 | 4,74% | 0,31 CHF | 0,33 CHF | 169 847 | 100 000 | 116 496 | 78 076 | 35 612 CHF | 24 794 CHF | 79,46% | 79,46% |
16/01/2025 | 3,72% | 0,26 CHF | 0,27 CHF | 173 417 | 100 000 | 172 729 | 100 000 | 46 968 CHF | 28 222 CHF | 98,41% | 98,41% |