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 | 4,66% | 0,23 CHF | 0,25 CHF | 162 597 | 100 000 | 161 271 | 100 000 | 40 300 CHF | 26 178 CHF | 60,74% | 60,74% |
28/01/2025 | 5,45% | 0,22 CHF | 0,23 CHF | 162 951 | 100 000 | 163 421 | 100 000 | 35 509 CHF | 22 945 CHF | 100,00% | 100,00% |
27/01/2025 | 6,11% | 0,18 CHF | 0,19 CHF | 165 024 | 100 000 | 165 229 | 100 000 | 29 508 CHF | 18 985 CHF | 100,00% | 100,00% |
24/01/2025 | 5,65% | 0,19 CHF | 0,20 CHF | 165 735 | 100 000 | 165 266 | 100 000 | 31 767 CHF | 20 340 CHF | 100,00% | 100,00% |
23/01/2025 | 5,57% | 0,19 CHF | 0,20 CHF | 166 465 | 100 000 | 166 071 | 100 000 | 31 010 CHF | 19 744 CHF | 99,32% | 99,32% |
22/01/2025 | 4,93% | 0,19 CHF | 0,20 CHF | 166 120 | 100 000 | 163 254 | 100 000 | 35 820 CHF | 23 070 CHF | 100,00% | 100,00% |
21/01/2025 | 6,43% | 0,15 CHF | 0,16 CHF | 169 178 | 100 000 | 168 823 | 100 000 | 26 441 CHF | 16 703 CHF | 100,00% | 100,00% |
20/01/2025 | 7,70% | 0,17 CHF | 0,18 CHF | 167 932 | 100 000 | 170 734 | 99 223 | 23 488 CHF | 14 741 CHF | 100,00% | 100,00% |