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 | 3,67% | 0,19 CHF | 0,23 CHF | 270 000 | 250 000 | 250 000 | 250 000 | 67 335 CHF | 69 835 CHF | 93,05% | 99,87% |
20/01/2025 | 3,32% | 0,25 CHF | 0,27 CHF | 250 000 | 250 000 | 244 921 | 244 360 | 81 930 CHF | 84 295 CHF | 88,76% | 99,89% |
17/01/2025 | 4,01% | 0,37 CHF | 0,40 CHF | 50 000 | 50 000 | 181 534 | 181 534 | 82 164 CHF | 84 322 CHF | 99,45% | 99,45% |
16/01/2025 | 1,37% | 0,81 CHF | 0,82 CHF | 250 000 | 250 000 | 241 508 | 241 508 | 190 619 CHF | 193 077 CHF | 98,66% | 98,66% |
15/01/2025 | 0,99% | 0,78 CHF | 0,79 CHF | 250 000 | 250 000 | 249 960 | 249 960 | 257 554 CHF | 260 053 CHF | 94,39% | 94,39% |
13/01/2025 | 0,63% | 1,50 CHF | 1,51 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 396 360 CHF | 398 860 CHF | 99,68% | 99,68% |
10/01/2025 | 0,90% | 1,42 CHF | 1,43 CHF | 250 000 | 250 000 | 240 620 | 240 620 | 289 809 CHF | 292 263 CHF | 93,39% | 93,39% |
09/01/2025 | 0,80% | 1,24 CHF | 1,25 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 309 560 CHF | 312 060 CHF | 99,88% | 99,88% |
08/01/2025 | 0,84% | 1,24 CHF | 1,25 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 298 937 CHF | 301 437 CHF | 96,52% | 96,52% |
07/01/2025 | 0,78% | 1,22 CHF | 1,23 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 318 770 CHF | 321 270 CHF | 99,00% | 99,00% |