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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.01.2025 | 0.29% | 30.45 CHF | 30.50 CHF | 8'200 | 8'200 | 4'586 | 4'579 | 140'712 CHF | 140'868 CHF | 93.80% | 94.00% |
10.01.2025 | 0.35% | 32.15 CHF | 32.20 CHF | 7'700 | 7'700 | 4'263 | 4'263 | 140'449 CHF | 140'873 CHF | 99.74% | 99.74% |
09.01.2025 | 0.41% | 33.85 CHF | 34.00 CHF | 3'900 | 3'900 | 3'458 | 3'452 | 116'381 CHF | 116'622 CHF | 99.73% | 99.73% |
08.01.2025 | 0.35% | 33.50 CHF | 33.55 CHF | 7'600 | 7'600 | 4'244 | 4'244 | 141'505 CHF | 141'927 CHF | 98.06% | 98.06% |
07.01.2025 | 0.33% | 35.90 CHF | 35.95 CHF | 7'300 | 7'300 | 4'061 | 4'061 | 143'867 CHF | 144'273 CHF | 99.74% | 99.74% |
06.01.2025 | 0.27% | 35.60 CHF | 35.65 CHF | 8'000 | 8'000 | 4'468 | 4'440 | 150'479 CHF | 149'903 CHF | 100.00% | 100.00% |
30.12.2024 | 0.37% | 31.35 CHF | 31.40 CHF | 8'000 | 8'000 | 4'427 | 4'390 | 139'249 CHF | 138'565 CHF | 99.43% | 99.43% |
27.12.2024 | 0.34% | 31.40 CHF | 31.45 CHF | 7'700 | 7'700 | 4'185 | 4'185 | 139'576 CHF | 139'991 CHF | 99.45% | 99.45% |
23.12.2024 | 0.28% | 32.20 CHF | 32.25 CHF | 8'000 | 8'000 | 4'461 | 4'461 | 144'389 CHF | 144'747 CHF | 100.00% | 100.00% |
20.12.2024 | 0.32% | 30.85 CHF | 30.90 CHF | 8'600 | 8'600 | 4'880 | 4'880 | 138'553 CHF | 138'946 CHF | 98.98% | 98.98% |