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 | 450'000 | 150'000 | 450'000 | 149'924 | 654'428 CHF | 219'531 CHF | 98.48% | 98.48% |
10.01.2025 | 0.61% | 1.56 CHF | 1.57 CHF | 450'000 | 150'000 | 450'000 | 148'643 | 732'026 CHF | 243'377 CHF | 96.99% | 96.99% |
09.01.2025 | 0.61% | 1.69 CHF | 1.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 748'846 CHF | 251'142 CHF | 81.35% | 81.35% |
08.01.2025 | 0.57% | 1.70 CHF | 1.71 CHF | 450'000 | 150'000 | 449'834 | 150'000 | 786'344 CHF | 263'712 CHF | 97.68% | 97.68% |
07.01.2025 | 0.50% | 1.72 CHF | 1.73 CHF | 450'000 | 150'000 | 450'000 | 149'935 | 902'970 CHF | 302'355 CHF | 95.74% | 95.74% |
06.01.2025 | 0.52% | 2.05 CHF | 2.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 865'123 CHF | 289'874 CHF | 98.17% | 98.17% |
30.12.2024 | 0.63% | 1.64 CHF | 1.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 712'114 CHF | 238'871 CHF | 88.14% | 88.14% |
27.12.2024 | 0.61% | 1.57 CHF | 1.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 740'868 CHF | 248'456 CHF | 91.88% | 91.88% |
23.12.2024 | 0.63% | 1.62 CHF | 1.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 711'236 CHF | 238'579 CHF | 98.49% | 98.49% |
20.12.2024 | 0.72% | 1.53 CHF | 1.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 627'796 CHF | 210'765 CHF | 98.51% | 98.51% |