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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.01.2025 | 0.36% | 2.81 CHF | 2.82 CHF | 175'000 | 175'000 | 174'284 | 174'284 | 488'984 CHF | 490'727 CHF | 99.95% | 99.95% |
16.01.2025 | 0.37% | 2.77 CHF | 2.78 CHF | 175'000 | 175'000 | 178'550 | 178'550 | 485'428 CHF | 487'214 CHF | 100.00% | 100.00% |
15.01.2025 | 0.36% | 2.77 CHF | 2.78 CHF | 175'000 | 175'000 | 174'876 | 174'876 | 485'266 CHF | 487'015 CHF | 99.75% | 99.75% |
13.01.2025 | 0.37% | 2.70 CHF | 2.71 CHF | 180'000 | 180'000 | 179'258 | 179'258 | 483'981 CHF | 485'774 CHF | 100.00% | 100.00% |
10.01.2025 | 0.37% | 2.64 CHF | 2.65 CHF | 180'000 | 180'000 | 179'258 | 179'258 | 481'680 CHF | 483'473 CHF | 100.00% | 100.00% |
09.01.2025 | 0.38% | 2.61 CHF | 2.62 CHF | 180'000 | 180'000 | 179'425 | 179'425 | 471'254 CHF | 473'049 CHF | 99.83% | 99.83% |
08.01.2025 | 0.39% | 2.59 CHF | 2.60 CHF | 185'000 | 185'000 | 184'177 | 184'177 | 473'246 CHF | 475'088 CHF | 99.89% | 99.89% |
07.01.2025 | 0.39% | 2.57 CHF | 2.58 CHF | 185'000 | 185'000 | 183'914 | 183'914 | 472'969 CHF | 474'808 CHF | 99.69% | 99.69% |
06.01.2025 | 0.39% | 2.51 CHF | 2.52 CHF | 185'000 | 185'000 | 183'992 | 183'992 | 473'651 CHF | 475'491 CHF | 99.85% | 99.85% |
30.12.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 185'000 | 185'000 | 183'594 | 183'594 | 471'971 CHF | 473'809 CHF | 59.18% | 59.18% |