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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.01.2025 | 2.99% | 0.34 CHF | 0.35 CHF | 200'000 | 200'000 | 199'836 | 199'830 | 65'852 CHF | 67'851 CHF | 99.68% | 100.00% |
16.01.2025 | 2.86% | 0.35 CHF | 0.36 CHF | 200'000 | 200'000 | 192'816 | 192'816 | 66'351 CHF | 68'279 CHF | 100.00% | 100.00% |
15.01.2025 | 3.02% | 0.36 CHF | 0.37 CHF | 175'000 | 175'000 | 196'747 | 196'747 | 64'382 CHF | 66'349 CHF | 100.00% | 100.00% |
13.01.2025 | 3.86% | 0.28 CHF | 0.29 CHF | 225'000 | 225'000 | 224'653 | 224'652 | 57'142 CHF | 59'388 CHF | 99.84% | 99.84% |
10.01.2025 | 3.38% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 58'209 CHF | 60'209 CHF | 100.00% | 100.00% |
09.01.2025 | 3.29% | 0.30 CHF | 0.31 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 59'766 CHF | 61'766 CHF | 99.92% | 100.00% |
08.01.2025 | 3.15% | 0.31 CHF | 0.32 CHF | 200'000 | 200'000 | 200'000 | 199'643 | 62'633 CHF | 64'523 CHF | 99.82% | 100.00% |
07.01.2025 | 2.82% | 0.33 CHF | 0.34 CHF | 200'000 | 200'000 | 193'291 | 193'291 | 67'728 CHF | 69'661 CHF | 100.00% | 100.00% |
06.01.2025 | 4.16% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 233'586 | 233'692 | 55'053 CHF | 57'416 CHF | 99.84% | 100.00% |
30.12.2024 | 5.24% | 0.19 CHF | 0.20 CHF | 300'000 | 300'000 | 285'763 | 285'779 | 53'126 CHF | 55'986 CHF | 97.63% | 97.63% |