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 | 0.32% | 3.06 CHF | 3.07 CHF | 65'800 | 65'800 | 66'557 | 66'557 | 207'791 CHF | 208'457 CHF | 100.00% | 100.00% |
10.01.2025 | 0.33% | 3.07 CHF | 3.08 CHF | 67'800 | 67'800 | 67'800 | 67'800 | 204'752 CHF | 205'430 CHF | 100.00% | 100.00% |
09.01.2025 | 0.34% | 2.98 CHF | 2.99 CHF | 65'300 | 65'300 | 65'293 | 65'293 | 194'274 CHF | 194'927 CHF | 100.00% | 100.00% |
08.01.2025 | 0.32% | 3.10 CHF | 3.11 CHF | 64'000 | 64'000 | 63'830 | 63'830 | 198'310 CHF | 198'949 CHF | 100.00% | 100.00% |
07.01.2025 | 0.30% | 3.17 CHF | 3.18 CHF | 58'900 | 58'900 | 59'588 | 59'588 | 197'608 CHF | 198'203 CHF | 99.33% | 99.33% |
06.01.2025 | 0.29% | 3.37 CHF | 3.38 CHF | 59'800 | 59'800 | 60'214 | 60'214 | 204'606 CHF | 205'208 CHF | 99.52% | 99.52% |
30.12.2024 | 0.30% | 3.41 CHF | 3.42 CHF | 59'900 | 59'900 | 59'371 | 59'371 | 201'134 CHF | 201'728 CHF | 100.00% | 100.00% |
27.12.2024 | 0.29% | 3.40 CHF | 3.41 CHF | 56'000 | 56'000 | 55'999 | 55'999 | 194'731 CHF | 195'291 CHF | 100.00% | 100.00% |
23.12.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 53'600 | 53'600 | 53'513 | 53'513 | 193'128 CHF | 193'663 CHF | 99.66% | 99.66% |
20.12.2024 | 0.26% | 3.73 CHF | 3.74 CHF | 54'600 | 54'600 | 55'134 | 55'134 | 210'191 CHF | 210'743 CHF | 100.00% | 100.00% |