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% | 8.57 CHF | 8.58 CHF | 90'000 | 90'000 | 38'337 | 38'180 | 330'520 CHF | 329'550 CHF | 100.00% | 100.00% |
10.01.2025 | 0.12% | 8.74 CHF | 8.75 CHF | 89'000 | 89'000 | 38'345 | 38'345 | 331'048 CHF | 331'432 CHF | 98.60% | 98.60% |
09.01.2025 | 0.14% | 8.62 CHF | 8.64 CHF | 27'000 | 27'000 | 24'939 | 24'691 | 213'663 CHF | 211'839 CHF | 99.17% | 99.17% |
08.01.2025 | 0.12% | 8.58 CHF | 8.59 CHF | 91'000 | 91'000 | 38'042 | 38'042 | 331'170 CHF | 331'552 CHF | 99.36% | 99.36% |
07.01.2025 | 0.12% | 8.73 CHF | 8.74 CHF | 89'000 | 89'000 | 37'755 | 37'446 | 332'455 CHF | 330'105 CHF | 99.69% | 99.69% |
06.01.2025 | 0.12% | 8.78 CHF | 8.79 CHF | 89'000 | 89'000 | 38'565 | 38'542 | 330'752 CHF | 330'940 CHF | 99.85% | 99.85% |
30.12.2024 | 0.12% | 8.24 CHF | 8.25 CHF | 94'000 | 94'000 | 40'186 | 39'891 | 330'955 CHF | 328'936 CHF | 99.06% | 99.06% |
27.12.2024 | 0.12% | 8.22 CHF | 8.23 CHF | 94'000 | 94'000 | 39'559 | 39'559 | 328'611 CHF | 329'007 CHF | 99.46% | 99.46% |
23.12.2024 | 0.13% | 8.26 CHF | 8.27 CHF | 94'000 | 94'000 | 40'182 | 40'029 | 327'570 CHF | 326'712 CHF | 100.00% | 100.00% |
20.12.2024 | 0.13% | 8.28 CHF | 8.29 CHF | 94'000 | 94'000 | 40'415 | 40'404 | 328'793 CHF | 329'106 CHF | 97.84% | 97.84% |