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 | 0.37% | 2.74 CHF | 2.75 CHF | 180'000 | 180'000 | 75'675 | 75'394 | 209'575 CHF | 209'553 CHF | 99.55% | 99.55% |
10.01.2025 | 0.37% | 2.83 CHF | 2.84 CHF | 178'000 | 178'000 | 75'459 | 75'459 | 209'802 CHF | 210'558 CHF | 97.93% | 97.93% |
09.01.2025 | 0.36% | 2.78 CHF | 2.79 CHF | 54'000 | 54'000 | 49'671 | 49'177 | 136'770 CHF | 135'893 CHF | 99.17% | 99.17% |
08.01.2025 | 0.36% | 2.76 CHF | 2.77 CHF | 181'000 | 181'000 | 75'205 | 75'205 | 212'338 CHF | 213'092 CHF | 99.14% | 99.23% |
07.01.2025 | 0.35% | 2.84 CHF | 2.85 CHF | 178'000 | 178'000 | 74'519 | 73'912 | 214'721 CHF | 213'702 CHF | 99.17% | 99.17% |
06.01.2025 | 0.37% | 2.87 CHF | 2.88 CHF | 178'000 | 178'000 | 76'759 | 76'713 | 212'703 CHF | 213'344 CHF | 99.77% | 99.77% |
30.12.2024 | 0.39% | 2.60 CHF | 2.61 CHF | 187'000 | 187'000 | 79'554 | 78'974 | 207'068 CHF | 206'360 CHF | 99.06% | 99.06% |
27.12.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 187'000 | 187'000 | 78'617 | 78'617 | 208'042 CHF | 208'829 CHF | 99.25% | 99.25% |
23.12.2024 | 0.40% | 2.63 CHF | 2.64 CHF | 187'000 | 187'000 | 79'838 | 79'538 | 205'627 CHF | 205'639 CHF | 99.91% | 99.91% |
20.12.2024 | 0.40% | 2.65 CHF | 2.66 CHF | 187'000 | 187'000 | 80'824 | 80'802 | 207'961 CHF | 208'714 CHF | 97.68% | 97.68% |