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 | 0.08% | 12.62 CHF | 12.63 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'784'520 CHF | 3'787'520 CHF | 100.00% | 100.00% |
28.01.2025 | 0.08% | 12.53 CHF | 12.54 CHF | 300'000 | 300'000 | 299'664 | 299'664 | 3'767'450 CHF | 3'770'450 CHF | 100.00% | 100.00% |
27.01.2025 | 0.08% | 12.43 CHF | 12.44 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'673'540 CHF | 3'676'540 CHF | 100.00% | 100.00% |
24.01.2025 | 0.08% | 12.14 CHF | 12.15 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'651'480 CHF | 3'654'480 CHF | 100.00% | 100.00% |
23.01.2025 | 0.08% | 12.08 CHF | 12.09 CHF | 300'000 | 300'000 | 298'596 | 298'596 | 3'588'150 CHF | 3'591'150 CHF | 99.97% | 99.97% |
22.01.2025 | 0.09% | 11.95 CHF | 11.96 CHF | 300'000 | 300'000 | 294'940 | 294'940 | 3'540'520 CHF | 3'543'520 CHF | 100.00% | 100.00% |
21.01.2025 | 0.09% | 11.81 CHF | 11.82 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'504'870 CHF | 3'507'870 CHF | 100.00% | 100.00% |
20.01.2025 | 0.09% | 11.63 CHF | 11.64 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'487'180 CHF | 3'490'180 CHF | 99.83% | 99.83% |
17.01.2025 | 0.09% | 11.58 CHF | 11.59 CHF | 300'000 | 300'000 | 299'998 | 299'998 | 3'467'510 CHF | 3'470'510 CHF | 99.77% | 99.77% |
16.01.2025 | 0.09% | 11.45 CHF | 11.46 CHF | 300'000 | 300'000 | 299'786 | 299'786 | 3'406'440 CHF | 3'409'440 CHF | 100.00% | 100.00% |