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 | 0.41% | 2.42 CHF | 2.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 724'399 CHF | 242'466 CHF | 98.99% | 98.99% |
10.01.2025 | 0.42% | 2.35 CHF | 2.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 720'211 CHF | 241'070 CHF | 98.94% | 98.94% |
09.01.2025 | 0.43% | 2.33 CHF | 2.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 701'623 CHF | 234'874 CHF | 96.46% | 96.46% |
08.01.2025 | 0.44% | 2.30 CHF | 2.31 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 684'769 CHF | 229'256 CHF | 98.50% | 98.50% |
07.01.2025 | 0.44% | 2.29 CHF | 2.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 685'170 CHF | 229'390 CHF | 98.06% | 98.06% |
06.01.2025 | 0.44% | 2.23 CHF | 2.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 685'879 CHF | 229'626 CHF | 98.34% | 98.34% |
30.12.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 684'595 CHF | 229'198 CHF | 55.54% | 55.54% |
27.12.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 673'120 CHF | 225'373 CHF | 98.05% | 98.05% |
23.12.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 675'474 CHF | 226'158 CHF | 97.84% | 97.84% |
20.12.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 673'925 CHF | 225'642 CHF | 98.24% | 98.24% |