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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.01.2025 | 2.63% | 0.23 CHF | 0.32 CHF | 10'000 | 100'000 | 100'000 | 100'000 | 39'278 CHF | 40'278 CHF | 28.20% | 100.00% |
16.01.2025 | 1.30% | 0.79 CHF | 0.80 CHF | 10'000 | 10'000 | 93'438 | 93'437 | 72'106 CHF | 73'040 CHF | 100.00% | 100.00% |
15.01.2025 | 0.97% | 0.77 CHF | 0.78 CHF | 10'000 | 10'000 | 93'437 | 93'433 | 101'255 CHF | 102'187 CHF | 100.00% | 100.00% |
13.01.2025 | 0.58% | 1.65 CHF | 1.66 CHF | 10'000 | 10'000 | 93'441 | 93'435 | 163'333 CHF | 164'258 CHF | 100.00% | 100.00% |
10.01.2025 | 0.77% | 1.55 CHF | 1.56 CHF | 10'000 | 10'000 | 93'438 | 93'434 | 121'389 CHF | 122'320 CHF | 100.00% | 100.00% |
09.01.2025 | 0.74% | 1.35 CHF | 1.36 CHF | 10'000 | 10'000 | 94'182 | 94'182 | 127'165 CHF | 128'107 CHF | 100.00% | 100.00% |
08.01.2025 | 0.78% | 1.35 CHF | 1.36 CHF | 10'000 | 10'000 | 93'440 | 93'440 | 121'076 CHF | 122'011 CHF | 99.99% | 99.99% |
07.01.2025 | 0.71% | 1.35 CHF | 1.36 CHF | 10'000 | 10'000 | 93'438 | 93'438 | 132'632 CHF | 133'567 CHF | 100.00% | 100.00% |
06.01.2025 | 0.56% | 1.60 CHF | 1.61 CHF | 10'000 | 10'000 | 93'439 | 93'430 | 169'992 CHF | 170'911 CHF | 99.98% | 99.98% |
30.12.2024 | 0.46% | 2.29 CHF | 2.30 CHF | 100'000 | 100'000 | 99'062 | 99'057 | 215'498 CHF | 216'480 CHF | 100.00% | 100.00% |