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 | 0.34% | 2.94 CHF | 2.95 CHF | 180'000 | 180'000 | 75'184 | 74'928 | 223'145 CHF | 223'136 CHF | 98.51% | 98.51% |
10.01.2025 | 0.34% | 3.03 CHF | 3.04 CHF | 178'000 | 178'000 | 73'956 | 73'956 | 220'087 CHF | 220'828 CHF | 96.51% | 96.51% |
09.01.2025 | 0.34% | 2.97 CHF | 2.98 CHF | 54'000 | 54'000 | 49'666 | 49'171 | 146'516 CHF | 145'543 CHF | 99.08% | 99.08% |
08.01.2025 | 0.34% | 2.96 CHF | 2.97 CHF | 181'000 | 181'000 | 74'379 | 74'379 | 224'649 CHF | 225'395 CHF | 98.31% | 98.31% |
07.01.2025 | 0.33% | 3.03 CHF | 3.04 CHF | 178'000 | 178'000 | 73'742 | 73'129 | 226'893 CHF | 225'732 CHF | 98.26% | 98.26% |
06.01.2025 | 0.35% | 3.07 CHF | 3.08 CHF | 178'000 | 178'000 | 76'417 | 76'371 | 226'631 CHF | 227'259 CHF | 99.64% | 99.64% |
30.12.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 187'000 | 187'000 | 79'395 | 78'813 | 222'127 CHF | 221'299 CHF | 98.84% | 98.84% |
27.12.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 187'000 | 187'000 | 78'286 | 78'286 | 222'302 CHF | 223'086 CHF | 98.94% | 98.94% |
23.12.2024 | 0.37% | 2.82 CHF | 2.83 CHF | 187'000 | 187'000 | 79'456 | 79'154 | 219'917 CHF | 219'864 CHF | 99.39% | 99.39% |
20.12.2024 | 0.37% | 2.84 CHF | 2.85 CHF | 187'000 | 187'000 | 80'266 | 80'244 | 221'968 CHF | 222'710 CHF | 96.76% | 96.76% |