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% | 8.36 CHF | 8.37 CHF | 90'000 | 90'000 | 38'372 | 38'214 | 322'732 CHF | 321'792 CHF | 99.79% | 100.00% |
10.01.2025 | 0.12% | 8.53 CHF | 8.54 CHF | 89'000 | 89'000 | 38'346 | 38'346 | 323'009 CHF | 323'393 CHF | 98.60% | 98.60% |
09.01.2025 | 0.15% | 8.41 CHF | 8.43 CHF | 27'000 | 27'000 | 24'939 | 24'691 | 208'457 CHF | 206'685 CHF | 99.17% | 99.17% |
08.01.2025 | 0.12% | 8.37 CHF | 8.38 CHF | 91'000 | 91'000 | 38'042 | 38'042 | 323'224 CHF | 323'606 CHF | 99.36% | 99.36% |
07.01.2025 | 0.12% | 8.52 CHF | 8.53 CHF | 89'000 | 89'000 | 37'746 | 37'437 | 324'529 CHF | 322'243 CHF | 99.68% | 99.68% |
06.01.2025 | 0.12% | 8.57 CHF | 8.58 CHF | 89'000 | 89'000 | 38'592 | 38'569 | 322'979 CHF | 323'173 CHF | 99.86% | 99.86% |
30.12.2024 | 0.13% | 8.03 CHF | 8.04 CHF | 94'000 | 94'000 | 40'184 | 39'889 | 322'643 CHF | 320'685 CHF | 99.06% | 99.06% |
27.12.2024 | 0.13% | 8.01 CHF | 8.02 CHF | 94'000 | 94'000 | 39'556 | 39'556 | 320'445 CHF | 320'841 CHF | 99.46% | 99.46% |
23.12.2024 | 0.13% | 8.05 CHF | 8.06 CHF | 94'000 | 94'000 | 40'191 | 40'038 | 319'401 CHF | 318'576 CHF | 100.00% | 100.00% |
20.12.2024 | 0.13% | 8.08 CHF | 8.09 CHF | 94'000 | 94'000 | 40'417 | 40'406 | 320'552 CHF | 320'868 CHF | 97.84% | 97.84% |