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 | 5.57% | 0.22 CHF | 0.23 CHF | 211'141 | 100'000 | 212'560 | 100'000 | 37'574 CHF | 18'686 CHF | 100.00% | 100.00% |
10.01.2025 | 4.78% | 0.25 CHF | 0.26 CHF | 209'332 | 100'000 | 210'023 | 90'125 | 47'378 CHF | 21'257 CHF | 18.91% | 18.91% |
09.01.2025 | 4.26% | 0.22 CHF | 0.23 CHF | 209'270 | 100'000 | 208'313 | 100'000 | 47'890 CHF | 24'002 CHF | 35.57% | 35.57% |
08.01.2025 | 4.47% | 0.22 CHF | 0.23 CHF | 209'038 | 100'000 | 209'177 | 100'000 | 45'984 CHF | 22'989 CHF | 56.16% | 56.16% |
07.01.2025 | 5.03% | 0.19 CHF | 0.20 CHF | 209'727 | 100'000 | 209'291 | 100'000 | 40'645 CHF | 20'422 CHF | 90.45% | 90.45% |
06.01.2025 | 4.96% | 0.23 CHF | 0.24 CHF | 207'429 | 100'000 | 208'650 | 100'000 | 41'606 CHF | 20'958 CHF | 100.00% | 100.00% |
30.12.2024 | 5.38% | 0.17 CHF | 0.18 CHF | 210'961 | 100'000 | 209'437 | 100'000 | 38'051 CHF | 19'174 CHF | 97.11% | 100.00% |
27.12.2024 | 5.50% | 0.21 CHF | 0.22 CHF | 207'889 | 100'000 | 208'711 | 97'348 | 38'654 CHF | 19'033 CHF | 99.90% | 99.90% |
23.12.2024 | 7.11% | 0.18 CHF | 0.19 CHF | 209'086 | 100'000 | 210'169 | 100'000 | 29'169 CHF | 14'886 CHF | 100.00% | 100.00% |
20.12.2024 | 6.69% | 0.15 CHF | 0.16 CHF | 209'412 | 100'000 | 209'260 | 100'000 | 31'012 CHF | 15'832 CHF | 99.24% | 99.24% |