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 | 0.17% | 6.00 CHF | 6.01 CHF | 620'000 | 620'000 | 615'968 | 615'968 | 3'650'610 CHF | 3'656'800 CHF | 99.68% | 99.68% |
10.01.2025 | 0.19% | 6.12 CHF | 6.13 CHF | 610'000 | 610'000 | 585'527 | 585'527 | 3'702'290 CHF | 3'708'310 CHF | 99.78% | 99.78% |
09.01.2025 | 0.16% | 6.24 CHF | 6.25 CHF | 610'000 | 610'000 | 610'000 | 610'000 | 3'820'790 CHF | 3'826'890 CHF | 100.00% | 100.00% |
08.01.2025 | 0.16% | 6.31 CHF | 6.32 CHF | 610'000 | 610'000 | 610'000 | 610'000 | 3'866'390 CHF | 3'872'490 CHF | 99.75% | 99.75% |
07.01.2025 | 0.16% | 6.31 CHF | 6.32 CHF | 610'000 | 610'000 | 608'139 | 608'139 | 3'798'470 CHF | 3'804'560 CHF | 100.00% | 100.00% |
06.01.2025 | 0.17% | 6.08 CHF | 6.09 CHF | 630'000 | 630'000 | 630'000 | 630'000 | 3'721'380 CHF | 3'727'680 CHF | 99.60% | 99.60% |
30.12.2024 | 0.18% | 5.61 CHF | 5.62 CHF | 630'000 | 630'000 | 629'697 | 629'697 | 3'598'310 CHF | 3'604'610 CHF | 99.75% | 99.75% |
27.12.2024 | 0.17% | 5.78 CHF | 5.79 CHF | 650'000 | 650'000 | 649'886 | 649'886 | 3'738'330 CHF | 3'744'830 CHF | 96.53% | 96.53% |
23.12.2024 | 0.18% | 5.65 CHF | 5.66 CHF | 630'000 | 630'000 | 630'000 | 630'000 | 3'583'200 CHF | 3'589'500 CHF | 100.00% | 100.00% |
20.12.2024 | 0.28% | 5.80 CHF | 5.81 CHF | 630'000 | 630'000 | 553'375 | 553'375 | 3'093'150 CHF | 3'099'020 CHF | 99.30% | 99.30% |