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 | 0.56% | 11.20 CHF | 11.26 CHF | 21'300 | 21'300 | 21'300 | 21'300 | 226'840 CHF | 228'118 CHF | 100.00% | 100.00% |
10.01.2025 | 0.55% | 10.75 CHF | 10.81 CHF | 20'800 | 20'800 | 20'800 | 20'800 | 228'319 CHF | 229'567 CHF | 100.00% | 100.00% |
09.01.2025 | 0.56% | 10.94 CHF | 11.00 CHF | 21'500 | 21'500 | 21'500 | 21'500 | 228'883 CHF | 230'173 CHF | 100.00% | 100.00% |
08.01.2025 | 0.57% | 10.41 CHF | 10.47 CHF | 22'400 | 22'400 | 22'400 | 22'400 | 234'269 CHF | 235'613 CHF | 99.69% | 99.69% |
07.01.2025 | 0.60% | 10.08 CHF | 10.14 CHF | 22'900 | 22'900 | 22'900 | 22'900 | 228'682 CHF | 230'056 CHF | 100.00% | 100.00% |
06.01.2025 | 0.55% | 9.82 CHF | 9.87 CHF | 26'400 | 26'400 | 26'400 | 26'400 | 241'366 CHF | 242'686 CHF | 99.88% | 99.88% |
30.12.2024 | 0.59% | 8.41 CHF | 8.46 CHF | 26'600 | 26'600 | 26'589 | 26'589 | 225'664 CHF | 226'994 CHF | 99.75% | 99.75% |
27.12.2024 | 0.61% | 8.19 CHF | 8.24 CHF | 28'900 | 28'900 | 28'900 | 28'900 | 234'284 CHF | 235'729 CHF | 99.62% | 99.62% |
23.12.2024 | 0.68% | 7.34 CHF | 7.39 CHF | 28'900 | 28'900 | 28'900 | 28'900 | 212'383 CHF | 213'828 CHF | 100.00% | 100.00% |
20.12.2024 | 0.72% | 7.46 CHF | 7.51 CHF | 27'100 | 27'100 | 27'100 | 27'100 | 187'754 CHF | 189'109 CHF | 100.00% | 100.00% |