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% | 11.89 CHF | 11.90 CHF | 530'000 | 530'000 | 530'000 | 530'000 | 6'254'650 CHF | 6'259'950 CHF | 100.00% | 100.00% |
28.01.2025 | 0.09% | 11.60 CHF | 11.61 CHF | 540'000 | 540'000 | 539'441 | 539'441 | 6'209'790 CHF | 6'215'190 CHF | 99.51% | 99.51% |
27.01.2025 | 0.09% | 11.36 CHF | 11.37 CHF | 540'000 | 540'000 | 540'000 | 540'000 | 6'023'410 CHF | 6'028'810 CHF | 100.00% | 100.00% |
24.01.2025 | 0.09% | 11.55 CHF | 11.56 CHF | 530'000 | 530'000 | 530'000 | 530'000 | 6'169'280 CHF | 6'174'580 CHF | 100.00% | 100.00% |
23.01.2025 | 0.11% | 11.45 CHF | 11.46 CHF | 540'000 | 540'000 | 521'702 | 521'702 | 5'908'520 CHF | 5'913'860 CHF | 100.00% | 100.00% |
22.01.2025 | 0.09% | 11.17 CHF | 11.18 CHF | 540'000 | 540'000 | 538'908 | 538'908 | 6'062'010 CHF | 6'067'410 CHF | 100.00% | 100.00% |
21.01.2025 | 0.09% | 10.80 CHF | 10.81 CHF | 540'000 | 540'000 | 540'000 | 540'000 | 5'775'940 CHF | 5'781'340 CHF | 100.00% | 100.00% |
20.01.2025 | 0.09% | 10.73 CHF | 10.74 CHF | 540'000 | 540'000 | 540'000 | 540'000 | 5'741'930 CHF | 5'747'330 CHF | 99.94% | 99.94% |
17.01.2025 | 0.11% | 10.54 CHF | 10.55 CHF | 540'000 | 540'000 | 527'137 | 527'137 | 5'501'440 CHF | 5'506'760 CHF | 98.80% | 98.80% |
16.01.2025 | 0.10% | 9.97 CHF | 9.98 CHF | 540'000 | 540'000 | 540'000 | 540'000 | 5'393'290 CHF | 5'398'690 CHF | 99.40% | 99.40% |