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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.01.2025 | 1.00% | 1.03 CHF | 1.04 CHF | 125'000 | 125'000 | 126'800 | 126'801 | 126'004 CHF | 127'273 CHF | 99.50% | 99.50% |
15.01.2025 | 1.14% | 0.92 CHF | 0.93 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 131'509 CHF | 133'009 CHF | 100.00% | 100.00% |
13.01.2025 | 1.16% | 0.88 CHF | 0.89 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 128'211 CHF | 129'711 CHF | 100.00% | 100.00% |
10.01.2025 | 1.00% | 0.93 CHF | 0.94 CHF | 150'000 | 150'000 | 145'101 | 145'102 | 144'224 CHF | 145'676 CHF | 99.92% | 99.92% |
09.01.2025 | 0.95% | 1.05 CHF | 1.06 CHF | 125'000 | 125'000 | 125'565 | 125'576 | 131'118 CHF | 132'385 CHF | 99.90% | 99.90% |
08.01.2025 | 1.02% | 0.98 CHF | 0.99 CHF | 150'000 | 150'000 | 140'830 | 140'848 | 137'721 CHF | 139'146 CHF | 100.00% | 100.00% |
07.01.2025 | 1.10% | 0.95 CHF | 0.96 CHF | 150'000 | 150'000 | 150'000 | 149'992 | 135'852 CHF | 137'345 CHF | 99.47% | 99.47% |
06.01.2025 | 1.22% | 0.84 CHF | 0.85 CHF | 150'000 | 150'000 | 149'995 | 149'995 | 122'338 CHF | 123'838 CHF | 100.00% | 100.00% |
30.12.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 117'153 CHF | 118'653 CHF | 97.82% | 97.82% |
27.12.2024 | 1.30% | 0.79 CHF | 0.80 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 114'483 CHF | 115'983 CHF | 100.00% | 100.00% |