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 |
---|---|---|---|---|---|---|---|---|---|---|---|
06.01.2025 | 5.48% | 0.20 CHF | 0.21 CHF | 250'000 | 50'000 | 244'848 | 50'000 | 50'409 CHF | 10'950 CHF | 99.61% | 99.61% |
30.12.2024 | 3.99% | 0.28 CHF | 0.29 CHF | 180'000 | 50'000 | 175'222 | 50'000 | 51'198 CHF | 15'223 CHF | 100.00% | 100.00% |
27.12.2024 | 4.04% | 0.30 CHF | 0.31 CHF | 170'000 | 50'000 | 171'875 | 48'673 | 51'632 CHF | 15'235 CHF | 99.90% | 99.90% |
23.12.2024 | 3.89% | 0.29 CHF | 0.30 CHF | 180'000 | 50'000 | 179'852 | 50'000 | 51'671 CHF | 14'951 CHF | 99.75% | 99.75% |
20.12.2024 | 4.75% | 0.28 CHF | 0.29 CHF | 180'000 | 50'000 | 199'068 | 48'394 | 51'011 CHF | 13'019 CHF | 99.24% | 99.24% |
19.12.2024 | 6.99% | 0.26 CHF | 0.28 CHF | 200'000 | 25'000 | 189'883 | 34'698 | 51'127 CHF | 9'996 CHF | 96.87% | 96.87% |
18.12.2024 | 3.33% | 0.32 CHF | 0.33 CHF | 160'000 | 50'000 | 142'153 | 50'000 | 52'035 CHF | 19'034 CHF | 99.85% | 99.85% |
17.12.2024 | 2.95% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 127'522 | 50'000 | 52'104 CHF | 21'124 CHF | 87.97% | 87.97% |
16.12.2024 | 2.93% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 130'599 | 50'000 | 52'067 CHF | 20'551 CHF | 100.00% | 100.00% |
13.12.2024 | 3.01% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 130'086 | 50'000 | 51'788 CHF | 20'514 CHF | 55.24% | 55.24% |