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 | 0.12% | 8.40 CHF | 8.41 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'518'160 CHF | 2'521'160 CHF | 99.99% | 99.99% |
28.01.2025 | 0.12% | 8.31 CHF | 8.32 CHF | 300'000 | 300'000 | 299'615 | 299'615 | 2'502'090 CHF | 2'505'090 CHF | 100.00% | 100.00% |
27.01.2025 | 0.12% | 8.21 CHF | 8.22 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'407'830 CHF | 2'410'830 CHF | 100.00% | 100.00% |
24.01.2025 | 0.13% | 7.92 CHF | 7.93 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'385'880 CHF | 2'388'880 CHF | 100.00% | 100.00% |
23.01.2025 | 0.13% | 7.86 CHF | 7.87 CHF | 300'000 | 300'000 | 298'264 | 298'264 | 2'326'370 CHF | 2'329'370 CHF | 100.00% | 100.00% |
22.01.2025 | 0.13% | 7.74 CHF | 7.75 CHF | 300'000 | 300'000 | 295'576 | 295'576 | 2'301'890 CHF | 2'304'890 CHF | 100.00% | 100.00% |
21.01.2025 | 0.13% | 7.59 CHF | 7.60 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'239'890 CHF | 2'242'890 CHF | 100.00% | 100.00% |
20.01.2025 | 0.13% | 7.42 CHF | 7.43 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'222'110 CHF | 2'225'110 CHF | 99.84% | 99.84% |
17.01.2025 | 0.14% | 7.37 CHF | 7.38 CHF | 300'000 | 300'000 | 299'946 | 299'946 | 2'202'720 CHF | 2'205'720 CHF | 99.85% | 99.85% |
16.01.2025 | 0.14% | 7.23 CHF | 7.24 CHF | 300'000 | 300'000 | 299'773 | 299'773 | 2'142'880 CHF | 2'145'880 CHF | 100.00% | 100.00% |