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 | 5.48% | 0.17 CHF | 0.18 CHF | 1'000'000 | 1'000'000 | 993'495 | 993'495 | 179'603 CHF | 189'581 CHF | 99.68% | 99.68% |
10.01.2025 | 7.36% | 0.17 CHF | 0.18 CHF | 1'000'000 | 1'000'000 | 959'925 | 959'925 | 154'145 CHF | 164'012 CHF | 99.81% | 99.81% |
09.01.2025 | 6.13% | 0.16 CHF | 0.17 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 158'548 CHF | 168'548 CHF | 100.00% | 100.00% |
08.01.2025 | 5.79% | 0.17 CHF | 0.18 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 168'063 CHF | 178'063 CHF | 99.74% | 99.74% |
07.01.2025 | 5.89% | 0.17 CHF | 0.18 CHF | 1'000'000 | 1'000'000 | 996'948 | 996'948 | 165'603 CHF | 175'593 CHF | 100.00% | 100.00% |
06.01.2025 | 5.27% | 0.17 CHF | 0.18 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 184'955 CHF | 194'955 CHF | 99.62% | 99.62% |
30.12.2024 | 4.96% | 0.20 CHF | 0.21 CHF | 1'000'000 | 1'000'000 | 999'475 | 999'475 | 196'747 CHF | 206'747 CHF | 99.76% | 99.76% |
27.12.2024 | 5.02% | 0.19 CHF | 0.20 CHF | 1'000'000 | 1'000'000 | 999'807 | 999'807 | 194'364 CHF | 204'364 CHF | 96.55% | 96.55% |
23.12.2024 | 4.62% | 0.21 CHF | 0.22 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 211'613 CHF | 221'613 CHF | 100.00% | 100.00% |
20.12.2024 | 6.15% | 0.22 CHF | 0.23 CHF | 1'000'000 | 1'000'000 | 878'378 | 878'378 | 216'448 CHF | 225'772 CHF | 99.30% | 99.30% |