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 | 0.76% | 11.26 CHF | 11.34 CHF | 14'900 | 14'900 | 14'900 | 14'900 | 155'921 CHF | 157'113 CHF | 100.00% | 100.00% |
10.01.2025 | 0.82% | 10.59 CHF | 10.68 CHF | 14'400 | 14'400 | 14'400 | 14'400 | 157'182 CHF | 158'478 CHF | 100.00% | 100.00% |
09.01.2025 | 0.76% | 10.88 CHF | 10.96 CHF | 15'100 | 15'100 | 15'100 | 15'100 | 157'728 CHF | 158'936 CHF | 100.00% | 100.00% |
08.01.2025 | 0.79% | 10.11 CHF | 10.19 CHF | 16'100 | 16'100 | 16'100 | 16'100 | 163'840 CHF | 165'128 CHF | 99.73% | 99.73% |
07.01.2025 | 0.84% | 9.62 CHF | 9.70 CHF | 16'600 | 16'600 | 16'600 | 16'600 | 157'396 CHF | 158'724 CHF | 100.00% | 100.00% |
06.01.2025 | 0.72% | 9.27 CHF | 9.33 CHF | 20'600 | 20'600 | 20'600 | 20'600 | 172'665 CHF | 173'901 CHF | 99.88% | 99.88% |
30.12.2024 | 0.80% | 7.40 CHF | 7.46 CHF | 20'900 | 20'900 | 20'892 | 20'892 | 156'861 CHF | 158'115 CHF | 99.75% | 99.75% |
27.12.2024 | 0.71% | 7.14 CHF | 7.19 CHF | 23'800 | 23'800 | 23'800 | 23'800 | 167'526 CHF | 168'716 CHF | 99.62% | 99.62% |
23.12.2024 | 0.82% | 6.08 CHF | 6.13 CHF | 23'700 | 23'700 | 23'700 | 23'700 | 144'776 CHF | 145'961 CHF | 100.00% | 100.00% |
20.12.2024 | 1.08% | 6.24 CHF | 6.30 CHF | 21'400 | 21'400 | 21'400 | 21'400 | 118'882 CHF | 120'166 CHF | 100.00% | 100.00% |