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 | 0.11% | 8.96 CHF | 8.97 CHF | 146'100 | 146'100 | 146'100 | 146'100 | 1'290'320 CHF | 1'291'790 CHF | 99.94% | 99.94% |
10.01.2025 | 0.10% | 9.43 CHF | 9.44 CHF | 125'400 | 125'400 | 125'400 | 125'400 | 1'320'510 CHF | 1'321'760 CHF | 98.56% | 98.56% |
09.01.2025 | 0.09% | 10.81 CHF | 10.82 CHF | 125'400 | 125'400 | 125'400 | 125'400 | 1'366'230 CHF | 1'367'480 CHF | 77.93% | 77.93% |
08.01.2025 | 0.09% | 10.86 CHF | 10.87 CHF | 127'000 | 127'000 | 127'000 | 127'000 | 1'396'630 CHF | 1'397'900 CHF | 99.00% | 99.00% |
07.01.2025 | 0.08% | 11.68 CHF | 11.69 CHF | 114'100 | 114'100 | 114'100 | 114'100 | 1'399'620 CHF | 1'400'760 CHF | 99.86% | 99.86% |
06.01.2025 | 0.08% | 12.94 CHF | 12.95 CHF | 119'400 | 119'400 | 119'400 | 119'400 | 1'476'250 CHF | 1'477'450 CHF | 99.88% | 99.88% |
30.12.2024 | 0.17% | 10.93 CHF | 10.95 CHF | 112'100 | 112'100 | 111'947 | 111'947 | 1'297'680 CHF | 1'299'930 CHF | 100.00% | 100.00% |
27.12.2024 | 0.15% | 11.90 CHF | 11.92 CHF | 100'700 | 100'700 | 100'700 | 100'700 | 1'328'200 CHF | 1'330'220 CHF | 100.00% | 100.00% |
23.12.2024 | 0.08% | 11.67 CHF | 11.68 CHF | 116'600 | 116'600 | 116'600 | 116'600 | 1'383'210 CHF | 1'384'380 CHF | 99.76% | 99.76% |
20.12.2024 | 0.10% | 11.86 CHF | 11.87 CHF | 127'800 | 127'800 | 127'800 | 127'800 | 1'288'660 CHF | 1'289'940 CHF | 100.00% | 100.00% |