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 | 0.12% | 8.76 CHF | 8.77 CHF | 90'000 | 90'000 | 38'345 | 38'187 | 337'916 CHF | 336'915 CHF | 100.00% | 100.00% |
10.01.2025 | 0.12% | 8.93 CHF | 8.94 CHF | 89'000 | 89'000 | 38'346 | 38'346 | 338'371 CHF | 338'755 CHF | 98.60% | 98.60% |
09.01.2025 | 0.14% | 8.81 CHF | 8.83 CHF | 27'000 | 27'000 | 24'939 | 24'691 | 218'399 CHF | 216'528 CHF | 99.17% | 99.17% |
08.01.2025 | 0.11% | 8.77 CHF | 8.78 CHF | 91'000 | 91'000 | 38'091 | 38'091 | 338'822 CHF | 339'204 CHF | 99.23% | 99.23% |
07.01.2025 | 0.11% | 8.91 CHF | 8.92 CHF | 89'000 | 89'000 | 37'751 | 37'443 | 339'549 CHF | 337'141 CHF | 99.69% | 99.69% |
06.01.2025 | 0.12% | 8.97 CHF | 8.98 CHF | 89'000 | 89'000 | 38'592 | 38'569 | 338'243 CHF | 338'428 CHF | 99.85% | 99.85% |
30.12.2024 | 0.12% | 8.42 CHF | 8.43 CHF | 94'000 | 94'000 | 40'184 | 39'889 | 338'496 CHF | 336'422 CHF | 99.06% | 99.06% |
27.12.2024 | 0.12% | 8.41 CHF | 8.42 CHF | 94'000 | 94'000 | 39'557 | 39'557 | 335'996 CHF | 336'392 CHF | 99.47% | 99.47% |
23.12.2024 | 0.12% | 8.45 CHF | 8.46 CHF | 94'000 | 94'000 | 40'190 | 40'037 | 335'111 CHF | 334'226 CHF | 100.00% | 100.00% |
20.12.2024 | 0.12% | 8.47 CHF | 8.48 CHF | 94'000 | 94'000 | 40'519 | 40'508 | 337'146 CHF | 337'458 CHF | 97.84% | 97.84% |