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 | 0.19% | 5.23 CHF | 5.24 CHF | 660'000 | 660'000 | 660'000 | 660'000 | 3'403'720 CHF | 3'410'320 CHF | 100.00% | 100.00% |
28.01.2025 | 0.20% | 4.98 CHF | 4.99 CHF | 670'000 | 670'000 | 669'294 | 669'294 | 3'283'510 CHF | 3'290'210 CHF | 99.51% | 99.51% |
27.01.2025 | 0.22% | 4.79 CHF | 4.80 CHF | 660'000 | 660'000 | 660'000 | 660'000 | 3'054'340 CHF | 3'060'940 CHF | 100.00% | 100.00% |
24.01.2025 | 0.20% | 4.92 CHF | 4.93 CHF | 660'000 | 660'000 | 660'000 | 660'000 | 3'301'870 CHF | 3'308'470 CHF | 100.00% | 100.00% |
23.01.2025 | 0.26% | 4.86 CHF | 4.87 CHF | 670'000 | 670'000 | 647'306 | 647'306 | 3'079'320 CHF | 3'085'940 CHF | 100.00% | 100.00% |
22.01.2025 | 0.21% | 4.61 CHF | 4.62 CHF | 690'000 | 690'000 | 688'853 | 688'853 | 3'228'320 CHF | 3'235'220 CHF | 100.00% | 100.00% |
21.01.2025 | 0.24% | 4.31 CHF | 4.32 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 2'960'100 CHF | 2'967'100 CHF | 100.00% | 100.00% |
20.01.2025 | 0.24% | 4.26 CHF | 4.27 CHF | 710'000 | 710'000 | 710'000 | 710'000 | 2'971'970 CHF | 2'979'070 CHF | 99.93% | 99.93% |
17.01.2025 | 0.27% | 4.13 CHF | 4.14 CHF | 740'000 | 740'000 | 722'370 | 722'370 | 2'921'760 CHF | 2'929'060 CHF | 98.80% | 98.80% |
16.01.2025 | 0.27% | 3.67 CHF | 3.68 CHF | 740'000 | 740'000 | 740'000 | 740'000 | 2'726'820 CHF | 2'734'220 CHF | 99.40% | 99.40% |