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 | 3.02% | 0.32 CHF | 0.33 CHF | 1'000'000 | 1'000'000 | 993'495 | 993'495 | 330'322 CHF | 340'301 CHF | 99.68% | 99.68% |
10.01.2025 | 3.97% | 0.32 CHF | 0.33 CHF | 1'000'000 | 1'000'000 | 959'915 | 959'915 | 289'860 CHF | 299'726 CHF | 99.79% | 99.79% |
09.01.2025 | 3.32% | 0.30 CHF | 0.31 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 296'000 CHF | 306'000 CHF | 100.00% | 100.00% |
08.01.2025 | 3.28% | 0.31 CHF | 0.32 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 300'022 CHF | 310'022 CHF | 99.74% | 99.74% |
07.01.2025 | 3.38% | 0.30 CHF | 0.31 CHF | 1'000'000 | 1'000'000 | 996'946 | 996'946 | 292'127 CHF | 302'117 CHF | 100.00% | 100.00% |
06.01.2025 | 3.07% | 0.31 CHF | 0.32 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 320'593 CHF | 330'593 CHF | 99.61% | 99.61% |
30.12.2024 | 2.84% | 0.36 CHF | 0.37 CHF | 1'000'000 | 1'000'000 | 999'496 | 999'496 | 347'771 CHF | 357'771 CHF | 99.75% | 99.75% |
27.12.2024 | 2.86% | 0.35 CHF | 0.36 CHF | 1'000'000 | 1'000'000 | 999'825 | 999'825 | 344'307 CHF | 354'307 CHF | 96.22% | 96.22% |
23.12.2024 | 2.65% | 0.38 CHF | 0.39 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 371'698 CHF | 381'698 CHF | 100.00% | 100.00% |
20.12.2024 | 3.63% | 0.38 CHF | 0.39 CHF | 1'000'000 | 1'000'000 | 878'382 | 878'382 | 367'601 CHF | 376'925 CHF | 99.30% | 99.30% |