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% | 9.46 CHF | 9.47 CHF | 80'000 | 80'000 | 79'378 | 79'378 | 749'455 CHF | 750'250 CHF | 99.85% | 99.85% |
28.01.2025 | 0.11% | 9.35 CHF | 9.36 CHF | 80'000 | 80'000 | 82'912 | 82'912 | 779'023 CHF | 779'853 CHF | 98.73% | 98.73% |
27.01.2025 | 0.11% | 9.25 CHF | 9.26 CHF | 100'000 | 100'000 | 99'306 | 99'306 | 900'299 CHF | 901'293 CHF | 99.74% | 99.74% |
24.01.2025 | 0.11% | 8.96 CHF | 8.97 CHF | 100'000 | 100'000 | 99'131 | 99'131 | 892'173 CHF | 893'165 CHF | 99.95% | 99.95% |
23.01.2025 | 0.11% | 8.90 CHF | 8.91 CHF | 100'000 | 100'000 | 99'184 | 99'184 | 877'138 CHF | 878'131 CHF | 99.88% | 99.88% |
22.01.2025 | 0.11% | 8.79 CHF | 8.80 CHF | 100'000 | 100'000 | 99'218 | 99'218 | 876'544 CHF | 877'537 CHF | 99.85% | 99.85% |
21.01.2025 | 0.12% | 8.63 CHF | 8.64 CHF | 100'000 | 100'000 | 99'122 | 99'122 | 843'811 CHF | 844'803 CHF | 99.95% | 99.95% |
20.01.2025 | 0.12% | 8.47 CHF | 8.48 CHF | 100'000 | 100'000 | 99'415 | 99'415 | 840'520 CHF | 841'515 CHF | 99.63% | 99.63% |
17.01.2025 | 0.12% | 8.41 CHF | 8.42 CHF | 100'000 | 100'000 | 99'327 | 99'327 | 833'304 CHF | 834'298 CHF | 99.72% | 99.72% |
16.01.2025 | 0.12% | 8.27 CHF | 8.28 CHF | 100'000 | 100'000 | 99'068 | 99'058 | 811'838 CHF | 812'751 CHF | 100.00% | 100.00% |