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 | 0.13% | 7.93 CHF | 7.94 CHF | 90'000 | 90'000 | 38'339 | 38'182 | 306'096 CHF | 305'225 CHF | 100.00% | 100.00% |
10.01.2025 | 0.13% | 8.11 CHF | 8.12 CHF | 89'000 | 89'000 | 38'340 | 38'340 | 306'643 CHF | 307'027 CHF | 98.59% | 98.59% |
09.01.2025 | 0.15% | 7.98 CHF | 8.00 CHF | 27'000 | 27'000 | 24'939 | 24'691 | 197'880 CHF | 196'213 CHF | 99.18% | 99.18% |
08.01.2025 | 0.13% | 7.95 CHF | 7.96 CHF | 91'000 | 91'000 | 38'084 | 38'084 | 307'470 CHF | 307'852 CHF | 99.23% | 99.23% |
07.01.2025 | 0.12% | 8.10 CHF | 8.11 CHF | 89'000 | 89'000 | 37'754 | 37'445 | 308'702 CHF | 306'546 CHF | 99.69% | 99.69% |
06.01.2025 | 0.13% | 8.15 CHF | 8.16 CHF | 89'000 | 89'000 | 38'592 | 38'569 | 306'773 CHF | 306'977 CHF | 99.86% | 99.86% |
30.12.2024 | 0.13% | 7.61 CHF | 7.62 CHF | 94'000 | 94'000 | 40'184 | 39'889 | 305'805 CHF | 303'968 CHF | 99.06% | 99.06% |
27.12.2024 | 0.13% | 7.60 CHF | 7.61 CHF | 94'000 | 94'000 | 39'556 | 39'556 | 303'936 CHF | 304'332 CHF | 99.47% | 99.47% |
23.12.2024 | 0.14% | 7.64 CHF | 7.65 CHF | 94'000 | 94'000 | 40'189 | 40'036 | 302'688 CHF | 301'926 CHF | 100.00% | 100.00% |
20.12.2024 | 0.14% | 7.67 CHF | 7.68 CHF | 94'000 | 94'000 | 40'518 | 40'507 | 304'601 CHF | 304'922 CHF | 97.84% | 97.84% |