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 | 2.90% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 153'213 CHF | 52'571 CHF | 96.88% | 96.88% |
10.01.2025 | 2.50% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 178'182 CHF | 60'894 CHF | 93.52% | 93.52% |
09.01.2025 | 2.57% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 172'628 CHF | 59'043 CHF | 96.92% | 96.92% |
08.01.2025 | 2.73% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 162'362 CHF | 55'621 CHF | 97.45% | 97.45% |
07.01.2025 | 3.02% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 146'824 CHF | 50'442 CHF | 96.14% | 96.14% |
06.01.2025 | 3.17% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 140'130 CHF | 48'210 CHF | 95.19% | 95.19% |
30.12.2024 | 2.44% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 182'052 CHF | 62'184 CHF | 50.66% | 50.66% |
27.12.2024 | 2.60% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 170'996 CHF | 58'499 CHF | 94.85% | 94.85% |
23.12.2024 | 2.59% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 171'578 CHF | 58'693 CHF | 91.94% | 91.94% |
20.12.2024 | 2.77% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 160'215 CHF | 54'905 CHF | 90.07% | 90.07% |