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 | 0.35% | 2.86 CHF | 2.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 857'142 CHF | 286'714 CHF | 99.01% | 99.01% |
10.01.2025 | 0.35% | 2.80 CHF | 2.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 853'608 CHF | 285'536 CHF | 98.97% | 98.97% |
09.01.2025 | 0.36% | 2.77 CHF | 2.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 834'880 CHF | 279'293 CHF | 96.46% | 96.46% |
08.01.2025 | 0.37% | 2.75 CHF | 2.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 817'875 CHF | 273'625 CHF | 98.49% | 98.49% |
07.01.2025 | 0.37% | 2.73 CHF | 2.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 818'764 CHF | 273'921 CHF | 98.06% | 98.06% |
06.01.2025 | 0.37% | 2.67 CHF | 2.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 818'945 CHF | 273'982 CHF | 98.34% | 98.34% |
30.12.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 817'907 CHF | 273'636 CHF | 55.55% | 55.55% |
27.12.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 805'991 CHF | 269'664 CHF | 98.05% | 98.05% |
23.12.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 807'374 CHF | 270'125 CHF | 97.84% | 97.84% |
20.12.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 805'318 CHF | 269'439 CHF | 98.22% | 98.22% |