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 | 0.69% | 1.46 CHF | 1.47 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 203'544 CHF | 204'944 CHF | 100.00% | 100.00% |
10.01.2025 | 0.64% | 1.51 CHF | 1.52 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 216'403 CHF | 217'803 CHF | 99.05% | 99.05% |
09.01.2025 | 0.63% | 1.60 CHF | 1.61 CHF | 140'000 | 140'000 | 139'986 | 139'986 | 220'977 CHF | 222'377 CHF | 100.00% | 100.00% |
08.01.2025 | 0.67% | 1.49 CHF | 1.50 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 208'494 CHF | 209'894 CHF | 99.48% | 99.48% |
07.01.2025 | 0.73% | 1.45 CHF | 1.46 CHF | 140'000 | 140'000 | 144'449 | 144'449 | 195'953 CHF | 197'398 CHF | 98.62% | 98.62% |
06.01.2025 | 0.77% | 1.30 CHF | 1.31 CHF | 145'000 | 145'000 | 145'000 | 145'000 | 186'404 CHF | 187'854 CHF | 99.43% | 99.43% |
30.12.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 145'000 | 145'000 | 147'100 | 147'100 | 182'895 CHF | 184'367 CHF | 95.17% | 95.17% |
27.12.2024 | 0.83% | 1.22 CHF | 1.23 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 180'245 CHF | 181'745 CHF | 88.42% | 88.42% |
23.12.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 173'847 CHF | 175'347 CHF | 96.92% | 96.92% |
20.12.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 150'000 | 150'000 | 152'231 | 152'231 | 164'775 CHF | 166'297 CHF | 100.00% | 100.00% |