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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.01.2025 | 0.17% | 6.64 CHF | 6.65 CHF | 100'000 | 100'000 | 96'890 | 96'890 | 661'154 CHF | 662'212 CHF | 99.66% | 99.66% |
22.01.2025 | 0.28% | 7.08 CHF | 7.10 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 538'120 CHF | 539'606 CHF | 100.00% | 100.00% |
21.01.2025 | 0.28% | 7.08 CHF | 7.10 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 523'375 CHF | 524'860 CHF | 99.76% | 99.76% |
20.01.2025 | 0.47% | 6.90 CHF | 6.92 CHF | 75'000 | 75'000 | 67'862 | 67'862 | 461'517 CHF | 463'036 CHF | 100.00% | 100.00% |
17.01.2025 | 0.29% | 6.89 CHF | 6.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 519'441 CHF | 520'926 CHF | 99.79% | 99.79% |
16.01.2025 | 0.33% | 7.26 CHF | 7.28 CHF | 75'000 | 75'000 | 72'534 | 72'534 | 524'316 CHF | 525'813 CHF | 99.20% | 99.20% |
15.01.2025 | 0.34% | 6.85 CHF | 6.87 CHF | 75'000 | 75'000 | 73'128 | 73'128 | 485'000 CHF | 486'491 CHF | 98.36% | 98.36% |
13.01.2025 | 0.46% | 6.19 CHF | 6.22 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 485'161 CHF | 487'377 CHF | 99.37% | 99.37% |
10.01.2025 | 0.93% | 6.94 CHF | 7.00 CHF | 25'000 | 25'000 | 26'896 | 26'896 | 185'044 CHF | 186'524 CHF | 93.50% | 93.50% |
09.01.2025 | 0.43% | 6.76 CHF | 6.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 512'657 CHF | 514'876 CHF | 100.00% | 100.00% |