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 | 0.31% | 100.20 % | 100.51 % | 500'000 | 100'000 | 500'000 | 100'000 | 501'000 CHF | 100'510 CHF | 100.00% | 100.00% |
10.01.2025 | 0.31% | 100.20 % | 100.51 % | 500'000 | 100'000 | 500'000 | 100'000 | 501'000 CHF | 100'510 CHF | 100.00% | 100.00% |
09.01.2025 | 0.31% | 100.30 % | 100.61 % | 500'000 | 100'000 | 500'000 | 100'000 | 501'500 CHF | 100'610 CHF | 99.86% | 99.86% |
08.01.2025 | 0.31% | 100.30 % | 100.61 % | 500'000 | 100'000 | 500'000 | 100'000 | 501'500 CHF | 100'610 CHF | 100.00% | 100.00% |
07.01.2025 | 0.31% | 100.30 % | 100.61 % | 500'000 | 100'000 | 500'000 | 100'000 | 501'500 CHF | 100'610 CHF | 100.00% | 100.00% |
06.01.2025 | 0.50% | 100.20 % | 100.70 % | 500'000 | 100'000 | 500'000 | 100'000 | 501'000 CHF | 100'700 CHF | 98.17% | 98.17% |
30.12.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'500 CHF | 504'000 CHF | 99.77% | 99.77% |
27.12.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'000 CHF | 504'500 CHF | 98.68% | 98.68% |
23.12.2024 | 0.31% | 100.60 % | 100.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'000 CHF | 504'550 CHF | 100.00% | 100.00% |
20.12.2024 | 0.31% | 100.60 % | 100.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'000 CHF | 504'550 CHF | 94.31% | 94.31% |