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% | 91.80 % | 92.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'139 CHF | 91'824 CHF | 98.99% | 98.99% |
10.01.2025 | 0.75% | 91.90 % | 92.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'536 CHF | 93'231 CHF | 87.03% | 87.03% |
09.01.2025 | 0.75% | 91.85 % | 92.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'007 CHF | 92'698 CHF | 94.23% | 94.23% |
08.01.2025 | 0.75% | 91.80 % | 92.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'831 CHF | 92'522 CHF | 98.07% | 98.07% |
07.01.2025 | 0.76% | 91.20 % | 91.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'283 CHF | 91'978 CHF | 87.64% | 87.64% |
06.01.2025 | 0.75% | 92.00 % | 92.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'465 CHF | 92'154 CHF | 99.34% | 99.34% |
30.12.2024 | 0.75% | 90.90 % | 91.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'072 CHF | 91'758 CHF | 97.70% | 97.70% |
27.12.2024 | 0.75% | 91.35 % | 92.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'936 CHF | 91'619 CHF | 96.06% | 96.06% |
23.12.2024 | 0.75% | 90.90 % | 91.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'190 CHF | 90'871 CHF | 94.52% | 94.52% |
20.12.2024 | 0.75% | 90.25 % | 90.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'247 CHF | 90'924 CHF | 97.44% | 97.44% |