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 | 0.50% | 2.08 CHF | 2.09 CHF | 220'100 | 220'100 | 220'100 | 220'100 | 441'810 CHF | 444'012 CHF | 100.00% | 100.00% |
10.01.2025 | 0.42% | 2.18 CHF | 2.19 CHF | 203'800 | 203'800 | 203'800 | 203'800 | 481'428 CHF | 483'466 CHF | 99.62% | 99.62% |
09.01.2025 | 0.43% | 2.38 CHF | 2.39 CHF | 211'500 | 211'500 | 211'500 | 211'500 | 490'176 CHF | 492'291 CHF | 100.00% | 100.00% |
08.01.2025 | 0.43% | 2.26 CHF | 2.27 CHF | 205'400 | 205'400 | 205'400 | 205'400 | 472'362 CHF | 474'416 CHF | 99.34% | 99.34% |
07.01.2025 | 0.43% | 2.35 CHF | 2.36 CHF | 214'500 | 214'500 | 214'500 | 214'500 | 503'702 CHF | 505'847 CHF | 100.00% | 100.00% |
06.01.2025 | 0.48% | 2.21 CHF | 2.22 CHF | 258'500 | 258'500 | 258'500 | 258'500 | 536'025 CHF | 538'610 CHF | 99.89% | 99.89% |
30.12.2024 | 0.53% | 1.81 CHF | 1.82 CHF | 241'800 | 241'800 | 241'706 | 241'706 | 459'058 CHF | 461'476 CHF | 99.75% | 99.75% |
27.12.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 261'300 | 261'300 | 261'300 | 261'300 | 498'924 CHF | 501'537 CHF | 99.92% | 99.92% |
23.12.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 256'100 | 256'100 | 256'100 | 256'100 | 459'658 CHF | 462'219 CHF | 100.00% | 100.00% |
20.12.2024 | 0.59% | 1.85 CHF | 1.86 CHF | 248'000 | 248'000 | 248'000 | 248'000 | 418'164 CHF | 420'644 CHF | 100.00% | 100.00% |