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 | 0.38% | 2.64 CHF | 2.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 790'837 CHF | 264'612 CHF | 99.01% | 99.01% |
10.01.2025 | 0.38% | 2.58 CHF | 2.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 786'970 CHF | 263'323 CHF | 98.96% | 98.96% |
09.01.2025 | 0.39% | 2.55 CHF | 2.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 768'344 CHF | 257'115 CHF | 96.46% | 96.46% |
08.01.2025 | 0.40% | 2.53 CHF | 2.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 751'393 CHF | 251'464 CHF | 98.51% | 98.51% |
07.01.2025 | 0.40% | 2.51 CHF | 2.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 752'032 CHF | 251'677 CHF | 98.05% | 98.05% |
06.01.2025 | 0.40% | 2.45 CHF | 2.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 752'444 CHF | 251'815 CHF | 98.33% | 98.33% |
30.12.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 751'302 CHF | 251'434 CHF | 55.55% | 55.55% |
27.12.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 739'647 CHF | 247'549 CHF | 98.05% | 98.05% |
23.12.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 741'480 CHF | 248'160 CHF | 97.84% | 97.84% |
20.12.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 739'705 CHF | 247'568 CHF | 98.22% | 98.22% |