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 | 1.47% | 0.69 CHF | 0.70 CHF | 1'580'400 | 1'580'400 | 1'580'400 | 1'580'400 | 1'070'290 CHF | 1'086'090 CHF | 100.00% | 100.00% |
10.01.2025 | 1.18% | 0.74 CHF | 0.75 CHF | 1'306'700 | 1'306'700 | 1'306'700 | 1'306'700 | 1'109'630 CHF | 1'122'700 CHF | 100.00% | 100.00% |
09.01.2025 | 1.12% | 0.88 CHF | 0.89 CHF | 1'306'700 | 1'306'700 | 1'306'700 | 1'306'700 | 1'161'210 CHF | 1'174'270 CHF | 77.93% | 77.93% |
08.01.2025 | 1.11% | 0.88 CHF | 0.89 CHF | 1'327'400 | 1'327'400 | 1'327'400 | 1'327'400 | 1'192'700 CHF | 1'205'970 CHF | 100.00% | 100.00% |
07.01.2025 | 0.96% | 0.97 CHF | 0.98 CHF | 1'161'600 | 1'161'600 | 1'161'600 | 1'161'600 | 1'200'730 CHF | 1'212'350 CHF | 100.00% | 100.00% |
06.01.2025 | 0.95% | 1.10 CHF | 1.11 CHF | 1'227'500 | 1'227'500 | 1'227'500 | 1'227'500 | 1'281'430 CHF | 1'293'700 CHF | 100.00% | 100.00% |
30.12.2024 | 1.04% | 0.90 CHF | 0.91 CHF | 1'131'700 | 1'131'700 | 1'130'160 | 1'130'160 | 1'094'160 CHF | 1'105'470 CHF | 100.00% | 100.00% |
27.12.2024 | 0.88% | 1.00 CHF | 1.01 CHF | 991'300 | 991'300 | 991'300 | 991'300 | 1'130'370 CHF | 1'140'290 CHF | 100.00% | 100.00% |
23.12.2024 | 0.99% | 0.98 CHF | 0.99 CHF | 1'183'900 | 1'183'900 | 1'183'900 | 1'183'900 | 1'186'770 CHF | 1'198'610 CHF | 100.00% | 100.00% |
20.12.2024 | 1.22% | 1.00 CHF | 1.01 CHF | 1'322'600 | 1'322'600 | 1'322'600 | 1'322'600 | 1'082'550 CHF | 1'095'780 CHF | 100.00% | 100.00% |