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 | 0.22% | 4.63 CHF | 4.64 CHF | 690'000 | 690'000 | 690'000 | 690'000 | 3'149'230 CHF | 3'156'130 CHF | 100.00% | 100.00% |
28.01.2025 | 0.23% | 4.39 CHF | 4.40 CHF | 710'000 | 710'000 | 709'489 | 709'489 | 3'065'730 CHF | 3'072'830 CHF | 99.51% | 99.51% |
27.01.2025 | 0.25% | 4.21 CHF | 4.22 CHF | 690'000 | 690'000 | 690'000 | 690'000 | 2'798'850 CHF | 2'805'750 CHF | 100.00% | 100.00% |
24.01.2025 | 0.23% | 4.34 CHF | 4.35 CHF | 690'000 | 690'000 | 690'000 | 690'000 | 3'046'280 CHF | 3'053'180 CHF | 100.00% | 100.00% |
23.01.2025 | 0.29% | 4.27 CHF | 4.28 CHF | 710'000 | 710'000 | 686'143 | 686'143 | 2'867'980 CHF | 2'875'010 CHF | 99.99% | 99.99% |
22.01.2025 | 0.24% | 4.04 CHF | 4.05 CHF | 740'000 | 740'000 | 738'886 | 738'886 | 3'037'940 CHF | 3'045'340 CHF | 100.00% | 100.00% |
21.01.2025 | 0.27% | 3.75 CHF | 3.76 CHF | 740'000 | 740'000 | 740'000 | 740'000 | 2'718'870 CHF | 2'726'270 CHF | 100.00% | 100.00% |
20.01.2025 | 0.27% | 3.70 CHF | 3.71 CHF | 760'000 | 760'000 | 760'000 | 760'000 | 2'762'340 CHF | 2'769'940 CHF | 99.95% | 99.95% |
17.01.2025 | 0.32% | 3.58 CHF | 3.59 CHF | 790'000 | 790'000 | 771'163 | 771'163 | 2'700'370 CHF | 2'708'160 CHF | 98.81% | 98.81% |
16.01.2025 | 0.32% | 3.15 CHF | 3.16 CHF | 800'000 | 800'000 | 800'000 | 800'000 | 2'528'780 CHF | 2'536'780 CHF | 99.40% | 99.40% |