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 | 1,86% | 0,50 CHF | 0,51 CHF | 100 000 | 200 000 | 41 466 | 82 931 | 22 244 CHF | 45 317 CHF | 98,15% | 98,15% |
20/01/2025 | 1,95% | 0,47 CHF | 0,48 CHF | 25 000 | 50 000 | 25 000 | 50 000 | 12 788 CHF | 26 077 CHF | 99,26% | 99,26% |
17/01/2025 | 1,24% | 0,63 CHF | 0,64 CHF | 100 000 | 200 000 | 41 247 | 82 495 | 31 276 CHF | 63 376 CHF | 99,48% | 99,48% |
16/01/2025 | 1,69% | 0,71 CHF | 0,72 CHF | 100 000 | 200 000 | 41 267 | 82 534 | 25 933 CHF | 52 692 CHF | 99,49% | 99,49% |
15/01/2025 | 0,91% | 0,91 CHF | 0,92 CHF | 100 000 | 200 000 | 41 278 | 82 557 | 43 421 CHF | 87 667 CHF | 99,33% | 99,33% |
13/01/2025 | 0,86% | 1,18 CHF | 1,19 CHF | 100 000 | 200 000 | 41 333 | 82 665 | 48 486 CHF | 97 799 CHF | 98,47% | 98,47% |