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 | 0.53% | 1.93 CHF | 1.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 846'969 CHF | 283'823 CHF | 98.10% | 98.10% |
10.01.2025 | 0.51% | 1.92 CHF | 1.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 881'599 CHF | 295'366 CHF | 93.84% | 93.84% |
09.01.2025 | 0.53% | 1.95 CHF | 1.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 874'597 CHF | 293'076 CHF | 78.21% | 78.21% |
08.01.2025 | 0.51% | 1.96 CHF | 1.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 878'361 CHF | 294'287 CHF | 89.57% | 89.57% |
07.01.2025 | 0.49% | 1.98 CHF | 1.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 917'217 CHF | 307'239 CHF | 98.21% | 98.21% |
06.01.2025 | 0.47% | 2.10 CHF | 2.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 962'102 CHF | 322'201 CHF | 98.39% | 98.39% |
30.12.2024 | 0.45% | 2.17 CHF | 2.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 990'580 CHF | 331'693 CHF | 87.61% | 87.61% |
27.12.2024 | 0.42% | 2.28 CHF | 2.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'082'180 CHF | 362'225 CHF | 93.64% | 93.64% |
23.12.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'015'900 CHF | 340'133 CHF | 98.65% | 98.65% |
20.12.2024 | 0.46% | 2.35 CHF | 2.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 983'403 CHF | 329'301 CHF | 96.41% | 96.41% |