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% | 7.82 CHF | 7.83 CHF | 90'000 | 90'000 | 38'343 | 38'186 | 301'952 CHF | 301'099 CHF | 100.00% | 100.00% |
10.01.2025 | 0.13% | 8.00 CHF | 8.01 CHF | 89'000 | 89'000 | 38'343 | 38'343 | 302'520 CHF | 302'904 CHF | 98.60% | 98.60% |
09.01.2025 | 0.16% | 7.87 CHF | 7.89 CHF | 27'000 | 27'000 | 24'939 | 24'691 | 195'186 CHF | 193'546 CHF | 99.17% | 99.17% |
08.01.2025 | 0.13% | 7.84 CHF | 7.85 CHF | 91'000 | 91'000 | 38'043 | 38'043 | 303'020 CHF | 303'401 CHF | 99.36% | 99.36% |
07.01.2025 | 0.13% | 7.99 CHF | 8.00 CHF | 89'000 | 89'000 | 37'750 | 37'441 | 304'615 CHF | 302'492 CHF | 99.68% | 99.68% |
06.01.2025 | 0.13% | 8.04 CHF | 8.05 CHF | 89'000 | 89'000 | 38'564 | 38'541 | 302'420 CHF | 302'625 CHF | 99.86% | 99.86% |
30.12.2024 | 0.14% | 7.50 CHF | 7.51 CHF | 94'000 | 94'000 | 40'185 | 39'890 | 301'500 CHF | 299'697 CHF | 99.06% | 99.06% |
27.12.2024 | 0.13% | 7.49 CHF | 7.50 CHF | 94'000 | 94'000 | 39'559 | 39'559 | 299'755 CHF | 300'151 CHF | 99.46% | 99.46% |
23.12.2024 | 0.14% | 7.53 CHF | 7.54 CHF | 94'000 | 94'000 | 40'182 | 40'029 | 298'387 CHF | 297'642 CHF | 100.00% | 100.00% |
20.12.2024 | 0.14% | 7.56 CHF | 7.57 CHF | 94'000 | 94'000 | 40'416 | 40'405 | 299'563 CHF | 299'885 CHF | 97.84% | 97.84% |