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% | 8.15 CHF | 8.16 CHF | 90'000 | 90'000 | 38'327 | 38'169 | 314'527 CHF | 313'621 CHF | 99.97% | 99.97% |
10.01.2025 | 0.12% | 8.33 CHF | 8.34 CHF | 89'000 | 89'000 | 38'347 | 38'347 | 315'200 CHF | 315'584 CHF | 98.60% | 98.60% |
09.01.2025 | 0.15% | 8.20 CHF | 8.22 CHF | 27'000 | 27'000 | 24'939 | 24'691 | 203'382 CHF | 201'661 CHF | 99.17% | 99.17% |
08.01.2025 | 0.12% | 8.17 CHF | 8.18 CHF | 91'000 | 91'000 | 38'088 | 38'088 | 315'897 CHF | 316'279 CHF | 99.22% | 99.22% |
07.01.2025 | 0.12% | 8.32 CHF | 8.33 CHF | 89'000 | 89'000 | 37'755 | 37'446 | 316'993 CHF | 314'769 CHF | 99.69% | 99.69% |
06.01.2025 | 0.13% | 8.37 CHF | 8.38 CHF | 89'000 | 89'000 | 38'565 | 38'542 | 315'000 CHF | 315'198 CHF | 99.85% | 99.85% |
30.12.2024 | 0.13% | 7.83 CHF | 7.84 CHF | 94'000 | 94'000 | 40'186 | 39'890 | 314'577 CHF | 312'676 CHF | 99.06% | 99.06% |
27.12.2024 | 0.13% | 7.81 CHF | 7.82 CHF | 94'000 | 94'000 | 39'559 | 39'559 | 312'566 CHF | 312'963 CHF | 99.46% | 99.46% |
23.12.2024 | 0.13% | 7.85 CHF | 7.86 CHF | 94'000 | 94'000 | 40'181 | 40'028 | 311'329 CHF | 310'534 CHF | 100.00% | 100.00% |
20.12.2024 | 0.13% | 7.88 CHF | 7.89 CHF | 94'000 | 94'000 | 40'416 | 40'405 | 312'537 CHF | 312'855 CHF | 97.84% | 97.84% |