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 | 2.04% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 106'735 | 100'000 | 51'780 CHF | 49'595 CHF | 100.00% | 100.00% |
10.01.2025 | 1.79% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 98'116 | 56'506 CHF | 56'483 CHF | 99.10% | 99.10% |
09.01.2025 | 1.84% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'990 CHF | 54'990 CHF | 100.00% | 100.00% |
08.01.2025 | 1.87% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'128 | 100'000 | 53'135 CHF | 54'072 CHF | 99.99% | 99.99% |
07.01.2025 | 1.97% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 102'037 | 100'000 | 51'213 CHF | 51'215 CHF | 90.45% | 90.45% |
06.01.2025 | 1.95% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 102'866 | 100'000 | 52'177 CHF | 51'813 CHF | 100.00% | 100.00% |
30.12.2024 | 2.02% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 105'850 | 100'000 | 51'823 CHF | 50'016 CHF | 100.00% | 100.00% |
27.12.2024 | 2.09% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 105'593 | 97'348 | 52'152 CHF | 49'110 CHF | 99.90% | 99.90% |
23.12.2024 | 2.22% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 118'313 | 100'000 | 52'770 CHF | 45'690 CHF | 100.00% | 100.00% |
20.12.2024 | 2.17% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 115'700 | 100'000 | 52'654 CHF | 46'610 CHF | 99.24% | 99.24% |