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 | 1.52% | 0.66 CHF | 0.67 CHF | 2'457'800 | 2'457'800 | 2'457'800 | 2'457'800 | 1'602'430 CHF | 1'627'000 CHF | 100.00% | 100.00% |
10.01.2025 | 1.32% | 0.69 CHF | 0.70 CHF | 2'187'600 | 2'187'600 | 2'187'600 | 2'187'600 | 1'646'180 CHF | 1'668'060 CHF | 100.00% | 100.00% |
09.01.2025 | 1.28% | 0.77 CHF | 0.78 CHF | 2'187'600 | 2'187'600 | 2'187'600 | 2'187'600 | 1'693'380 CHF | 1'715'260 CHF | 77.93% | 77.93% |
08.01.2025 | 1.27% | 0.77 CHF | 0.78 CHF | 2'209'800 | 2'209'800 | 2'209'800 | 2'209'800 | 1'724'260 CHF | 1'746'360 CHF | 100.00% | 100.00% |
07.01.2025 | 1.17% | 0.82 CHF | 0.83 CHF | 2'034'100 | 2'034'100 | 2'034'100 | 2'034'100 | 1'734'280 CHF | 1'754'620 CHF | 100.00% | 100.00% |
06.01.2025 | 1.16% | 0.89 CHF | 0.90 CHF | 2'107'800 | 2'107'800 | 2'107'800 | 2'107'800 | 1'809'670 CHF | 1'830'750 CHF | 99.91% | 99.91% |
30.12.2024 | 1.23% | 0.77 CHF | 0.78 CHF | 2'010'800 | 2'010'800 | 2'008'040 | 2'008'040 | 1'627'000 CHF | 1'647'110 CHF | 100.00% | 100.00% |
27.12.2024 | 1.10% | 0.83 CHF | 0.84 CHF | 1'852'200 | 1'852'200 | 1'852'200 | 1'852'200 | 1'670'370 CHF | 1'688'900 CHF | 100.00% | 100.00% |
23.12.2024 | 1.21% | 0.81 CHF | 0.82 CHF | 2'078'400 | 2'078'400 | 2'078'400 | 2'078'400 | 1'711'340 CHF | 1'732'120 CHF | 100.00% | 100.00% |
20.12.2024 | 1.39% | 0.82 CHF | 0.83 CHF | 2'233'600 | 2'233'600 | 2'233'600 | 2'233'600 | 1'602'790 CHF | 1'625'120 CHF | 100.00% | 100.00% |