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 |
---|---|---|---|---|---|---|---|---|---|---|---|
04.02.2025 | 6.72% | 0.15 CHF | 0.16 CHF | 340'000 | 75'000 | 337'537 | 75'000 | 51'011 CHF | 12'131 CHF | 97.91% | 97.91% |
03.02.2025 | 7.38% | 0.15 CHF | 0.16 CHF | 340'000 | 75'000 | 353'071 | 72'555 | 50'616 CHF | 11'212 CHF | 94.76% | 94.76% |
31.01.2025 | 6.32% | 0.17 CHF | 0.18 CHF | 300'000 | 75'000 | 317'975 | 75'000 | 51'064 CHF | 12'862 CHF | 99.90% | 99.90% |
30.01.2025 | 10.61% | 0.14 CHF | 0.16 CHF | 37'500 | 37'500 | 189'058 | 55'335 | 26'715 CHF | 8'499 CHF | 98.50% | 98.50% |
29.01.2025 | 7.56% | 0.12 CHF | 0.13 CHF | 420'000 | 75'000 | 392'029 | 75'000 | 50'640 CHF | 10'460 CHF | 100.00% | 100.00% |
28.01.2025 | 7.85% | 0.12 CHF | 0.13 CHF | 420'000 | 75'000 | 411'756 | 75'000 | 50'522 CHF | 9'974 CHF | 90.89% | 90.89% |
27.01.2025 | 8.41% | 0.13 CHF | 0.14 CHF | 390'000 | 75'000 | 425'338 | 75'000 | 50'518 CHF | 9'728 CHF | 100.00% | 100.00% |
24.01.2025 | 6.45% | 0.15 CHF | 0.17 CHF | 340'000 | 75'000 | 308'585 | 75'000 | 50'976 CHF | 13'252 CHF | 100.00% | 100.00% |
23.01.2025 | 7.37% | 0.17 CHF | 0.18 CHF | 300'000 | 75'000 | 299'203 | 71'312 | 46'468 CHF | 11'838 CHF | 98.51% | 98.51% |
22.01.2025 | 7.19% | 0.14 CHF | 0.15 CHF | 360'000 | 75'000 | 368'656 | 75'000 | 50'474 CHF | 11'051 CHF | 100.00% | 100.00% |