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 | 0.21% | 4.80 CHF | 4.81 CHF | 670'000 | 670'000 | 665'640 | 665'640 | 3'152'950 CHF | 3'159'640 CHF | 99.68% | 99.68% |
10.01.2025 | 0.24% | 4.92 CHF | 4.93 CHF | 660'000 | 660'000 | 633'533 | 633'533 | 3'232'520 CHF | 3'239'030 CHF | 99.80% | 99.80% |
09.01.2025 | 0.20% | 5.02 CHF | 5.03 CHF | 660'000 | 660'000 | 660'000 | 660'000 | 3'327'750 CHF | 3'334'350 CHF | 100.00% | 100.00% |
08.01.2025 | 0.20% | 5.09 CHF | 5.10 CHF | 650'000 | 650'000 | 650'000 | 650'000 | 3'326'230 CHF | 3'332'730 CHF | 99.74% | 99.74% |
07.01.2025 | 0.20% | 5.08 CHF | 5.09 CHF | 660'000 | 660'000 | 657'984 | 657'984 | 3'304'920 CHF | 3'311'510 CHF | 100.00% | 100.00% |
06.01.2025 | 0.21% | 4.86 CHF | 4.87 CHF | 690'000 | 690'000 | 690'000 | 690'000 | 3'246'410 CHF | 3'253'310 CHF | 99.61% | 99.61% |
30.12.2024 | 0.22% | 4.43 CHF | 4.44 CHF | 680'000 | 680'000 | 679'657 | 679'657 | 3'080'260 CHF | 3'087'060 CHF | 99.75% | 99.75% |
27.12.2024 | 0.22% | 4.59 CHF | 4.60 CHF | 720'000 | 720'000 | 719'870 | 719'870 | 3'290'200 CHF | 3'297'400 CHF | 96.55% | 96.55% |
23.12.2024 | 0.22% | 4.49 CHF | 4.50 CHF | 680'000 | 680'000 | 680'000 | 680'000 | 3'074'120 CHF | 3'080'920 CHF | 100.00% | 100.00% |
20.12.2024 | 0.35% | 4.63 CHF | 4.64 CHF | 680'000 | 680'000 | 597'300 | 597'300 | 2'652'650 CHF | 2'658'990 CHF | 99.30% | 99.30% |