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 | 0.75% | 99.95 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'070 CHF | 100'826 CHF | 93.53% | 93.53% |
10.01.2025 | 0.76% | 100.70 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'047 CHF | 101'822 CHF | 82.81% | 82.81% |
09.01.2025 | 0.79% | 101.10 % | 101.80 % | 100'000 | 100'000 | 95'734 | 95'734 | 96'629 CHF | 97'377 CHF | 96.40% | 96.40% |
08.01.2025 | 0.80% | 100.50 % | 101.20 % | 100'000 | 100'000 | 94'842 | 94'842 | 95'321 CHF | 96'065 CHF | 98.03% | 98.03% |
07.01.2025 | 0.83% | 100.70 % | 101.50 % | 100'000 | 100'000 | 93'174 | 93'174 | 94'219 CHF | 94'970 CHF | 55.69% | 55.69% |
06.01.2025 | 0.75% | 100.10 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'190 CHF | 100'941 CHF | 100.00% | 100.00% |
30.12.2024 | 0.75% | 99.50 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'655 CHF | 100'407 CHF | 99.59% | 99.59% |
27.12.2024 | 0.76% | 99.60 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'659 CHF | 100'416 CHF | 84.65% | 84.65% |
23.12.2024 | 0.75% | 99.00 % | 99.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'956 CHF | 99'701 CHF | 96.07% | 96.07% |
20.12.2024 | 0.75% | 99.10 % | 99.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'432 CHF | 99'174 CHF | 93.80% | 93.80% |