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 | 0.16% | 6.28 CHF | 6.29 CHF | 90'000 | 90'000 | 38'326 | 38'169 | 242'834 CHF | 242'221 CHF | 99.97% | 99.97% |
10.01.2025 | 0.16% | 6.46 CHF | 6.47 CHF | 89'000 | 89'000 | 38'346 | 38'346 | 243'728 CHF | 244'112 CHF | 98.60% | 98.60% |
09.01.2025 | 0.19% | 6.35 CHF | 6.37 CHF | 27'000 | 27'000 | 24'939 | 24'691 | 157'097 CHF | 155'835 CHF | 99.18% | 99.18% |
08.01.2025 | 0.16% | 6.32 CHF | 6.33 CHF | 91'000 | 91'000 | 38'090 | 38'090 | 245'239 CHF | 245'621 CHF | 99.23% | 99.23% |
07.01.2025 | 0.15% | 6.47 CHF | 6.48 CHF | 89'000 | 89'000 | 37'756 | 37'447 | 247'323 CHF | 245'668 CHF | 99.69% | 99.69% |
06.01.2025 | 0.16% | 6.53 CHF | 6.54 CHF | 89'000 | 89'000 | 38'564 | 38'541 | 244'016 CHF | 244'256 CHF | 99.86% | 99.86% |
30.12.2024 | 0.17% | 5.98 CHF | 5.99 CHF | 94'000 | 94'000 | 40'185 | 39'890 | 240'743 CHF | 239'384 CHF | 99.06% | 99.06% |
27.12.2024 | 0.17% | 5.98 CHF | 5.99 CHF | 94'000 | 94'000 | 39'558 | 39'558 | 240'230 CHF | 240'626 CHF | 99.47% | 99.47% |
23.12.2024 | 0.17% | 6.03 CHF | 6.04 CHF | 94'000 | 94'000 | 40'188 | 40'035 | 238'237 CHF | 237'720 CHF | 100.00% | 100.00% |
20.12.2024 | 0.17% | 6.07 CHF | 6.08 CHF | 94'000 | 94'000 | 40'518 | 40'507 | 239'876 CHF | 240'216 CHF | 97.84% | 97.84% |