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 | 6.90% | 0.15 CHF | 0.16 CHF | 330'000 | 330'000 | 339'461 | 339'461 | 47'511 CHF | 50'906 CHF | 100.00% | 100.00% |
10.01.2025 | 6.15% | 0.15 CHF | 0.16 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 52'043 CHF | 55'343 CHF | 99.88% | 99.88% |
09.01.2025 | 5.85% | 0.17 CHF | 0.18 CHF | 330'000 | 330'000 | 330'036 | 330'036 | 54'862 CHF | 58'163 CHF | 100.00% | 100.00% |
08.01.2025 | 6.67% | 0.15 CHF | 0.16 CHF | 340'000 | 340'000 | 337'871 | 337'871 | 48'984 CHF | 52'363 CHF | 99.77% | 99.77% |
07.01.2025 | 8.20% | 0.14 CHF | 0.15 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 40'011 CHF | 43'411 CHF | 99.13% | 99.13% |
06.01.2025 | 8.79% | 0.11 CHF | 0.12 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 36'985 CHF | 40'385 CHF | 99.57% | 99.57% |
30.12.2024 | 8.26% | 0.11 CHF | 0.12 CHF | 340'000 | 340'000 | 339'781 | 339'781 | 39'561 CHF | 42'961 CHF | 100.00% | 100.00% |
27.12.2024 | 8.72% | 0.12 CHF | 0.13 CHF | 340'000 | 340'000 | 339'951 | 339'951 | 37'336 CHF | 40'736 CHF | 100.00% | 100.00% |
23.12.2024 | 9.73% | 0.10 CHF | 0.11 CHF | 350'000 | 350'000 | 348'713 | 348'713 | 34'187 CHF | 37'674 CHF | 99.58% | 99.58% |
20.12.2024 | 11.22% | 0.09 CHF | 0.10 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 29'493 CHF | 32'993 CHF | 100.00% | 100.00% |