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 | 0.30% | 3.37 CHF | 3.38 CHF | 180'000 | 180'000 | 179'258 | 179'258 | 603'684 CHF | 605'477 CHF | 100.00% | 100.00% |
10.01.2025 | 0.30% | 3.31 CHF | 3.32 CHF | 180'000 | 180'000 | 179'258 | 179'258 | 602'068 CHF | 603'860 CHF | 100.00% | 100.00% |
09.01.2025 | 0.30% | 3.28 CHF | 3.29 CHF | 180'000 | 180'000 | 179'426 | 179'426 | 591'272 CHF | 593'066 CHF | 99.84% | 99.84% |
08.01.2025 | 0.31% | 3.26 CHF | 3.27 CHF | 185'000 | 185'000 | 184'176 | 184'176 | 596'392 CHF | 598'234 CHF | 99.89% | 99.89% |
07.01.2025 | 0.31% | 3.24 CHF | 3.25 CHF | 185'000 | 185'000 | 183'917 | 183'917 | 596'803 CHF | 598'642 CHF | 99.69% | 99.69% |
06.01.2025 | 0.31% | 3.18 CHF | 3.19 CHF | 185'000 | 185'000 | 183'992 | 183'992 | 596'604 CHF | 598'444 CHF | 99.85% | 99.85% |
30.12.2024 | 0.31% | 3.23 CHF | 3.24 CHF | 185'000 | 185'000 | 183'597 | 183'597 | 595'073 CHF | 596'910 CHF | 59.18% | 59.18% |
27.12.2024 | 0.31% | 3.23 CHF | 3.24 CHF | 185'000 | 185'000 | 184'233 | 184'233 | 589'279 CHF | 591'121 CHF | 99.45% | 99.45% |
23.12.2024 | 0.31% | 3.20 CHF | 3.21 CHF | 185'000 | 185'000 | 184'237 | 184'237 | 589'396 CHF | 591'239 CHF | 100.00% | 100.00% |
20.12.2024 | 0.31% | 3.21 CHF | 3.22 CHF | 185'000 | 185'000 | 184'238 | 184'238 | 587'912 CHF | 589'754 CHF | 100.00% | 100.00% |