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 | 0.16% | 6.63 CHF | 6.64 CHF | 600'000 | 600'000 | 596'098 | 596'098 | 3'902'110 CHF | 3'908'100 CHF | 99.68% | 99.68% |
10.01.2025 | 0.18% | 6.74 CHF | 6.75 CHF | 600'000 | 600'000 | 575'936 | 575'936 | 4'006'180 CHF | 4'012'100 CHF | 99.77% | 99.77% |
09.01.2025 | 0.14% | 6.88 CHF | 6.89 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 4'138'350 CHF | 4'144'350 CHF | 100.00% | 100.00% |
08.01.2025 | 0.14% | 6.94 CHF | 6.95 CHF | 590'000 | 590'000 | 590'000 | 590'000 | 4'112'520 CHF | 4'118'420 CHF | 99.75% | 99.75% |
07.01.2025 | 0.15% | 6.94 CHF | 6.95 CHF | 600'000 | 600'000 | 598'171 | 598'171 | 4'115'170 CHF | 4'121'160 CHF | 100.00% | 100.00% |
06.01.2025 | 0.15% | 6.71 CHF | 6.72 CHF | 610'000 | 610'000 | 610'000 | 610'000 | 3'983'990 CHF | 3'990'090 CHF | 99.59% | 99.59% |
30.12.2024 | 0.16% | 6.22 CHF | 6.23 CHF | 610'000 | 610'000 | 609'700 | 609'700 | 3'860'010 CHF | 3'866'110 CHF | 99.75% | 99.75% |
27.12.2024 | 0.16% | 6.39 CHF | 6.40 CHF | 630'000 | 630'000 | 629'899 | 629'899 | 4'011'070 CHF | 4'017'370 CHF | 96.20% | 96.20% |
23.12.2024 | 0.16% | 6.26 CHF | 6.27 CHF | 610'000 | 610'000 | 610'000 | 610'000 | 3'840'900 CHF | 3'847'000 CHF | 100.00% | 100.00% |
20.12.2024 | 0.25% | 6.41 CHF | 6.42 CHF | 610'000 | 610'000 | 535'806 | 535'806 | 3'316'500 CHF | 3'322'190 CHF | 99.30% | 99.30% |