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 | 0.09% | 11.19 CHF | 11.20 CHF | 540'000 | 540'000 | 540'000 | 540'000 | 5'994'550 CHF | 5'999'950 CHF | 100.00% | 100.00% |
28.01.2025 | 0.09% | 10.90 CHF | 10.91 CHF | 540'000 | 540'000 | 539'397 | 539'397 | 5'832'790 CHF | 5'838'190 CHF | 99.51% | 99.51% |
27.01.2025 | 0.10% | 10.67 CHF | 10.68 CHF | 540'000 | 540'000 | 540'000 | 540'000 | 5'648'940 CHF | 5'654'340 CHF | 100.00% | 100.00% |
24.01.2025 | 0.09% | 10.85 CHF | 10.86 CHF | 540'000 | 540'000 | 540'000 | 540'000 | 5'906'680 CHF | 5'912'080 CHF | 100.00% | 100.00% |
23.01.2025 | 0.12% | 10.75 CHF | 10.76 CHF | 540'000 | 540'000 | 521'719 | 521'719 | 5'544'880 CHF | 5'550'220 CHF | 99.98% | 99.98% |
22.01.2025 | 0.10% | 10.47 CHF | 10.48 CHF | 540'000 | 540'000 | 539'099 | 539'099 | 5'688'140 CHF | 5'693'540 CHF | 100.00% | 100.00% |
21.01.2025 | 0.10% | 10.11 CHF | 10.12 CHF | 550'000 | 550'000 | 550'000 | 550'000 | 5'502'170 CHF | 5'507'670 CHF | 100.00% | 100.00% |
20.01.2025 | 0.10% | 10.04 CHF | 10.05 CHF | 550'000 | 550'000 | 550'000 | 550'000 | 5'468'200 CHF | 5'473'700 CHF | 99.95% | 99.95% |
17.01.2025 | 0.11% | 9.85 CHF | 9.86 CHF | 550'000 | 550'000 | 536'882 | 536'882 | 5'234'580 CHF | 5'240'010 CHF | 98.81% | 98.81% |
16.01.2025 | 0.11% | 9.29 CHF | 9.30 CHF | 550'000 | 550'000 | 550'000 | 550'000 | 5'117'750 CHF | 5'123'250 CHF | 99.40% | 99.40% |