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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.01.2025 | 0.08% | 12.59 CHF | 12.60 CHF | 530'000 | 530'000 | 530'000 | 530'000 | 6'628'100 CHF | 6'633'400 CHF | 100.00% | 100.00% |
28.01.2025 | 0.08% | 12.30 CHF | 12.31 CHF | 530'000 | 530'000 | 529'440 | 529'440 | 6'466'860 CHF | 6'472'160 CHF | 99.51% | 99.51% |
27.01.2025 | 0.08% | 12.06 CHF | 12.07 CHF | 530'000 | 530'000 | 530'000 | 530'000 | 6'282'220 CHF | 6'287'520 CHF | 100.00% | 100.00% |
24.01.2025 | 0.08% | 12.26 CHF | 12.27 CHF | 530'000 | 530'000 | 530'000 | 530'000 | 6'543'750 CHF | 6'549'050 CHF | 100.00% | 100.00% |
23.01.2025 | 0.10% | 12.15 CHF | 12.16 CHF | 530'000 | 530'000 | 512'021 | 512'021 | 6'158'420 CHF | 6'163'660 CHF | 100.00% | 100.00% |
22.01.2025 | 0.08% | 11.87 CHF | 11.88 CHF | 530'000 | 530'000 | 528'953 | 528'953 | 6'321'670 CHF | 6'326'970 CHF | 100.00% | 100.00% |
21.01.2025 | 0.09% | 11.50 CHF | 11.51 CHF | 530'000 | 530'000 | 530'000 | 530'000 | 6'038'870 CHF | 6'044'170 CHF | 100.00% | 100.00% |
20.01.2025 | 0.09% | 11.43 CHF | 11.44 CHF | 540'000 | 540'000 | 540'000 | 540'000 | 6'118'180 CHF | 6'123'580 CHF | 99.94% | 99.94% |
17.01.2025 | 0.10% | 11.23 CHF | 11.24 CHF | 540'000 | 540'000 | 527'127 | 527'127 | 5'866'500 CHF | 5'871'830 CHF | 98.80% | 98.80% |
16.01.2025 | 0.09% | 10.66 CHF | 10.67 CHF | 540'000 | 540'000 | 540'000 | 540'000 | 5'765'340 CHF | 5'770'740 CHF | 99.40% | 99.40% |