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% | 8.04 CHF | 8.05 CHF | 90'000 | 90'000 | 38'341 | 38'184 | 310'479 CHF | 309'592 CHF | 100.00% | 100.00% |
10.01.2025 | 0.13% | 8.22 CHF | 8.23 CHF | 89'000 | 89'000 | 38'345 | 38'345 | 311'036 CHF | 311'420 CHF | 98.60% | 98.60% |
09.01.2025 | 0.15% | 8.10 CHF | 8.12 CHF | 27'000 | 27'000 | 24'939 | 24'691 | 200'704 CHF | 199'009 CHF | 99.17% | 99.17% |
08.01.2025 | 0.12% | 8.06 CHF | 8.07 CHF | 91'000 | 91'000 | 38'042 | 38'042 | 311'408 CHF | 311'789 CHF | 99.36% | 99.36% |
07.01.2025 | 0.12% | 8.21 CHF | 8.22 CHF | 89'000 | 89'000 | 37'774 | 37'465 | 313'103 CHF | 310'912 CHF | 99.68% | 99.68% |
06.01.2025 | 0.13% | 8.26 CHF | 8.27 CHF | 89'000 | 89'000 | 38'565 | 38'542 | 310'877 CHF | 311'078 CHF | 99.86% | 99.86% |
30.12.2024 | 0.13% | 7.72 CHF | 7.73 CHF | 94'000 | 94'000 | 40'183 | 39'888 | 310'277 CHF | 308'408 CHF | 99.06% | 99.06% |
27.12.2024 | 0.13% | 7.71 CHF | 7.72 CHF | 94'000 | 94'000 | 39'558 | 39'558 | 308'349 CHF | 308'745 CHF | 99.46% | 99.46% |
23.12.2024 | 0.13% | 7.75 CHF | 7.76 CHF | 94'000 | 94'000 | 40'182 | 40'029 | 307'091 CHF | 306'312 CHF | 100.00% | 100.00% |
20.12.2024 | 0.13% | 7.78 CHF | 7.79 CHF | 94'000 | 94'000 | 40'517 | 40'506 | 309'061 CHF | 309'382 CHF | 97.84% | 97.84% |