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 | 0.14% | 7.30 CHF | 7.31 CHF | 90'000 | 90'000 | 38'340 | 38'183 | 282'214 CHF | 281'441 CHF | 100.00% | 100.00% |
10.01.2025 | 0.14% | 7.48 CHF | 7.49 CHF | 89'000 | 89'000 | 38'341 | 38'341 | 282'857 CHF | 283'241 CHF | 98.59% | 98.59% |
09.01.2025 | 0.17% | 7.36 CHF | 7.38 CHF | 27'000 | 27'000 | 24'938 | 24'691 | 182'453 CHF | 180'940 CHF | 99.17% | 99.17% |
08.01.2025 | 0.14% | 7.33 CHF | 7.34 CHF | 91'000 | 91'000 | 38'044 | 38'044 | 283'624 CHF | 284'006 CHF | 99.36% | 99.36% |
07.01.2025 | 0.13% | 7.48 CHF | 7.49 CHF | 89'000 | 89'000 | 37'746 | 37'438 | 285'433 CHF | 283'466 CHF | 99.68% | 99.68% |
06.01.2025 | 0.14% | 7.54 CHF | 7.55 CHF | 89'000 | 89'000 | 38'593 | 38'570 | 283'122 CHF | 283'340 CHF | 99.84% | 99.84% |
30.12.2024 | 0.15% | 6.99 CHF | 7.00 CHF | 94'000 | 94'000 | 40'185 | 39'890 | 281'209 CHF | 279'554 CHF | 99.06% | 99.06% |
27.12.2024 | 0.14% | 6.99 CHF | 7.00 CHF | 94'000 | 94'000 | 39'560 | 39'560 | 279'874 CHF | 280'270 CHF | 99.46% | 99.46% |
23.12.2024 | 0.15% | 7.03 CHF | 7.04 CHF | 94'000 | 94'000 | 40'190 | 40'037 | 278'335 CHF | 277'666 CHF | 100.00% | 100.00% |
20.12.2024 | 0.15% | 7.06 CHF | 7.07 CHF | 94'000 | 94'000 | 40'415 | 40'404 | 279'420 CHF | 279'748 CHF | 97.84% | 97.84% |