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 | 0.11% | 17.96 CHF | 17.98 CHF | 96'300 | 96'300 | 96'300 | 96'300 | 1'768'480 CHF | 1'770'400 CHF | 100.00% | 100.00% |
28.01.2025 | 0.11% | 18.06 CHF | 18.08 CHF | 102'400 | 102'400 | 102'295 | 102'295 | 1'798'990 CHF | 1'801'040 CHF | 98.66% | 98.66% |
27.01.2025 | 0.12% | 16.65 CHF | 16.67 CHF | 91'500 | 91'500 | 91'500 | 91'500 | 1'479'610 CHF | 1'481'440 CHF | 100.00% | 100.00% |
24.01.2025 | 0.10% | 19.89 CHF | 19.91 CHF | 89'600 | 89'600 | 89'600 | 89'600 | 1'773'510 CHF | 1'775'300 CHF | 100.00% | 100.00% |
23.01.2025 | 0.11% | 19.43 CHF | 19.45 CHF | 92'900 | 92'900 | 92'647 | 92'647 | 1'758'500 CHF | 1'760'360 CHF | 100.00% | 100.00% |
22.01.2025 | 0.11% | 19.22 CHF | 19.24 CHF | 96'700 | 96'700 | 96'666 | 96'666 | 1'837'320 CHF | 1'839'260 CHF | 100.00% | 100.00% |
21.01.2025 | 0.11% | 17.90 CHF | 17.92 CHF | 102'300 | 102'300 | 102'300 | 102'300 | 1'815'050 CHF | 1'817'100 CHF | 100.00% | 100.00% |
20.01.2025 | 0.11% | 17.80 CHF | 17.82 CHF | 51'200 | 51'200 | 91'256 | 91'256 | 1'593'430 CHF | 1'595'260 CHF | 99.53% | 99.53% |
17.01.2025 | 0.12% | 17.49 CHF | 17.51 CHF | 109'300 | 109'300 | 109'300 | 109'300 | 1'822'940 CHF | 1'825'130 CHF | 99.85% | 99.85% |
16.01.2025 | 0.12% | 16.43 CHF | 16.45 CHF | 107'600 | 107'600 | 107'600 | 107'600 | 1'774'930 CHF | 1'777'080 CHF | 100.00% | 100.00% |