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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28.01.2025 | 1.27% | 0.79 CHF | 0.80 CHF | 1'075'400 | 1'075'400 | 1'074'460 | 1'074'460 | 843'938 CHF | 854'692 CHF | 98.66% | 98.66% |
27.01.2025 | 1.33% | 0.77 CHF | 0.78 CHF | 1'041'700 | 1'041'700 | 1'041'700 | 1'041'700 | 776'553 CHF | 786'970 CHF | 100.00% | 100.00% |
24.01.2025 | 1.21% | 0.80 CHF | 0.81 CHF | 1'043'100 | 1'043'100 | 1'043'100 | 1'043'100 | 856'583 CHF | 867'014 CHF | 100.00% | 100.00% |
23.01.2025 | 1.28% | 0.80 CHF | 0.81 CHF | 1'054'200 | 1'054'200 | 1'051'460 | 1'051'460 | 822'832 CHF | 833'374 CHF | 100.00% | 100.00% |
22.01.2025 | 1.26% | 0.78 CHF | 0.79 CHF | 1'094'000 | 1'094'000 | 1'094'000 | 1'094'000 | 863'545 CHF | 874'485 CHF | 100.00% | 100.00% |
21.01.2025 | 1.33% | 0.75 CHF | 0.76 CHF | 1'095'100 | 1'095'100 | 1'095'100 | 1'095'100 | 816'891 CHF | 827'842 CHF | 100.00% | 100.00% |
20.01.2025 | 1.33% | 0.75 CHF | 0.76 CHF | 1'110'600 | 1'110'600 | 1'110'600 | 1'110'600 | 827'684 CHF | 838'790 CHF | 99.89% | 99.89% |
17.01.2025 | 1.36% | 0.74 CHF | 0.75 CHF | 1'154'600 | 1'154'600 | 1'154'400 | 1'154'400 | 843'832 CHF | 855'378 CHF | 99.90% | 99.90% |
16.01.2025 | 1.44% | 0.69 CHF | 0.70 CHF | 1'238'400 | 1'238'400 | 1'238'400 | 1'238'400 | 853'098 CHF | 865'482 CHF | 100.00% | 100.00% |
15.01.2025 | 1.58% | 0.66 CHF | 0.67 CHF | 1'301'600 | 1'301'600 | 1'301'600 | 1'301'600 | 818'753 CHF | 831'769 CHF | 99.85% | 99.85% |