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 | 0.15% | 6.91 CHF | 6.92 CHF | 90'000 | 90'000 | 38'339 | 38'182 | 266'958 CHF | 266'247 CHF | 100.00% | 100.00% |
10.01.2025 | 0.15% | 7.09 CHF | 7.10 CHF | 89'000 | 89'000 | 38'345 | 38'345 | 267'695 CHF | 268'079 CHF | 98.60% | 98.60% |
09.01.2025 | 0.18% | 6.97 CHF | 6.99 CHF | 27'000 | 27'000 | 24'939 | 24'691 | 172'633 CHF | 171'217 CHF | 99.17% | 99.17% |
08.01.2025 | 0.14% | 6.94 CHF | 6.95 CHF | 91'000 | 91'000 | 38'088 | 38'088 | 268'932 CHF | 269'314 CHF | 99.23% | 99.23% |
07.01.2025 | 0.14% | 7.09 CHF | 7.10 CHF | 89'000 | 89'000 | 37'752 | 37'443 | 270'660 CHF | 268'813 CHF | 99.69% | 99.69% |
06.01.2025 | 0.15% | 7.15 CHF | 7.16 CHF | 89'000 | 89'000 | 38'591 | 38'568 | 268'001 CHF | 268'228 CHF | 99.86% | 99.86% |
30.12.2024 | 0.15% | 6.60 CHF | 6.61 CHF | 94'000 | 94'000 | 40'184 | 39'889 | 265'499 CHF | 263'960 CHF | 99.06% | 99.06% |
27.12.2024 | 0.15% | 6.60 CHF | 6.61 CHF | 94'000 | 94'000 | 39'556 | 39'556 | 264'462 CHF | 264'858 CHF | 99.46% | 99.46% |
23.12.2024 | 0.16% | 6.64 CHF | 6.65 CHF | 94'000 | 94'000 | 40'182 | 40'028 | 262'712 CHF | 262'101 CHF | 100.00% | 100.00% |
20.12.2024 | 0.16% | 6.68 CHF | 6.69 CHF | 94'000 | 94'000 | 40'518 | 40'507 | 264'515 CHF | 264'848 CHF | 97.84% | 97.84% |