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 | 3.38% | 0.28 CHF | 0.29 CHF | 1'000'000 | 1'000'000 | 993'486 | 993'486 | 294'585 CHF | 304'563 CHF | 99.68% | 99.68% |
10.01.2025 | 4.45% | 0.28 CHF | 0.30 CHF | 1'000'000 | 1'000'000 | 959'919 | 959'919 | 258'207 CHF | 268'074 CHF | 99.78% | 99.78% |
09.01.2025 | 3.70% | 0.26 CHF | 0.27 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 265'591 CHF | 275'591 CHF | 100.00% | 100.00% |
08.01.2025 | 3.56% | 0.28 CHF | 0.29 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 276'617 CHF | 286'617 CHF | 99.75% | 99.75% |
07.01.2025 | 3.65% | 0.27 CHF | 0.28 CHF | 1'000'000 | 1'000'000 | 996'946 | 996'946 | 270'513 CHF | 280'503 CHF | 100.00% | 100.00% |
06.01.2025 | 3.32% | 0.28 CHF | 0.30 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 296'821 CHF | 306'821 CHF | 99.59% | 99.59% |
30.12.2024 | 3.13% | 0.32 CHF | 0.33 CHF | 1'000'000 | 1'000'000 | 999'521 | 999'521 | 314'817 CHF | 324'817 CHF | 99.75% | 99.75% |
27.12.2024 | 3.15% | 0.31 CHF | 0.32 CHF | 1'000'000 | 1'000'000 | 999'834 | 999'834 | 312'204 CHF | 322'204 CHF | 96.53% | 96.53% |
23.12.2024 | 2.93% | 0.34 CHF | 0.35 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 336'181 CHF | 346'181 CHF | 100.00% | 100.00% |
20.12.2024 | 4.01% | 0.35 CHF | 0.36 CHF | 1'000'000 | 1'000'000 | 878'400 | 878'400 | 332'235 CHF | 341'559 CHF | 99.30% | 99.30% |