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 |
---|---|---|---|---|---|---|---|---|---|---|---|
31.01.2025 | 0.16% | 6.03 CHF | 6.04 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 2'753'090 CHF | 2'757'590 CHF | 100.00% | 100.00% |
30.01.2025 | 0.17% | 5.86 CHF | 5.87 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 2'666'990 CHF | 2'671'490 CHF | 100.00% | 100.00% |
29.01.2025 | 0.17% | 5.99 CHF | 6.00 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 2'681'910 CHF | 2'686'410 CHF | 100.00% | 100.00% |
28.01.2025 | 0.17% | 6.06 CHF | 6.07 CHF | 450'000 | 450'000 | 449'671 | 449'671 | 2'643'510 CHF | 2'648'010 CHF | 98.66% | 98.66% |
27.01.2025 | 0.19% | 5.53 CHF | 5.54 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 2'368'570 CHF | 2'373'070 CHF | 99.99% | 99.99% |
24.01.2025 | 0.18% | 5.64 CHF | 5.65 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 2'532'360 CHF | 2'536'860 CHF | 100.00% | 100.00% |
23.01.2025 | 0.19% | 5.53 CHF | 5.54 CHF | 450'000 | 450'000 | 448'717 | 448'717 | 2'417'490 CHF | 2'421'990 CHF | 100.00% | 100.00% |
22.01.2025 | 0.19% | 5.28 CHF | 5.29 CHF | 450'000 | 450'000 | 445'303 | 445'303 | 2'367'870 CHF | 2'372'370 CHF | 100.00% | 100.00% |
21.01.2025 | 0.20% | 5.12 CHF | 5.13 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 2'228'270 CHF | 2'232'770 CHF | 100.00% | 100.00% |
20.01.2025 | 0.21% | 4.92 CHF | 4.93 CHF | 225'000 | 225'000 | 400'788 | 400'788 | 1'946'590 CHF | 1'950'600 CHF | 99.89% | 99.89% |