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 | 0.36% | 2.81 CHF | 2.82 CHF | 180'000 | 180'000 | 179'258 | 179'258 | 503'349 CHF | 505'142 CHF | 100.00% | 100.00% |
10.01.2025 | 0.36% | 2.75 CHF | 2.76 CHF | 180'000 | 180'000 | 179'258 | 179'258 | 501'240 CHF | 503'033 CHF | 100.00% | 100.00% |
09.01.2025 | 0.36% | 2.72 CHF | 2.73 CHF | 180'000 | 180'000 | 179'426 | 179'426 | 490'802 CHF | 492'597 CHF | 99.83% | 99.83% |
08.01.2025 | 0.37% | 2.70 CHF | 2.71 CHF | 185'000 | 185'000 | 184'175 | 184'175 | 493'281 CHF | 495'123 CHF | 99.89% | 99.89% |
07.01.2025 | 0.37% | 2.68 CHF | 2.69 CHF | 185'000 | 185'000 | 183'915 | 183'915 | 493'128 CHF | 494'967 CHF | 99.69% | 99.69% |
06.01.2025 | 0.37% | 2.62 CHF | 2.63 CHF | 185'000 | 185'000 | 183'992 | 183'992 | 493'673 CHF | 495'513 CHF | 99.85% | 99.85% |
30.12.2024 | 0.37% | 2.67 CHF | 2.68 CHF | 185'000 | 185'000 | 183'597 | 183'597 | 491'984 CHF | 493'821 CHF | 59.18% | 59.18% |
27.12.2024 | 0.38% | 2.67 CHF | 2.68 CHF | 185'000 | 185'000 | 184'233 | 184'233 | 486'477 CHF | 488'320 CHF | 99.44% | 99.44% |
23.12.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 185'000 | 185'000 | 184'237 | 184'237 | 487'410 CHF | 489'252 CHF | 100.00% | 100.00% |
20.12.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 185'000 | 185'000 | 184'238 | 184'238 | 486'207 CHF | 488'050 CHF | 100.00% | 100.00% |