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 | 6.70% | 0.14 CHF | 0.14 CHF | 170'000 | 170'000 | 173'003 | 173'003 | 25'095 CHF | 26'825 CHF | 100.00% | 100.00% |
16.01.2025 | 5.15% | 0.20 CHF | 0.21 CHF | 175'000 | 175'000 | 174'198 | 174'198 | 33'012 CHF | 34'755 CHF | 100.00% | 100.00% |
15.01.2025 | 4.05% | 0.21 CHF | 0.22 CHF | 175'000 | 175'000 | 177'350 | 177'350 | 43'573 CHF | 45'347 CHF | 100.00% | 100.00% |
13.01.2025 | 2.24% | 0.41 CHF | 0.42 CHF | 190'000 | 190'000 | 189'252 | 189'252 | 83'824 CHF | 85'717 CHF | 100.00% | 100.00% |
10.01.2025 | 2.53% | 0.40 CHF | 0.41 CHF | 185'000 | 185'000 | 184'250 | 184'250 | 72'118 CHF | 73'960 CHF | 100.00% | 100.00% |
09.01.2025 | 2.30% | 0.39 CHF | 0.40 CHF | 185'000 | 185'000 | 187'959 | 187'959 | 80'878 CHF | 82'758 CHF | 100.00% | 100.00% |
08.01.2025 | 2.27% | 0.45 CHF | 0.46 CHF | 190'000 | 190'000 | 188'300 | 188'300 | 82'314 CHF | 84'197 CHF | 100.00% | 100.00% |
07.01.2025 | 2.19% | 0.44 CHF | 0.45 CHF | 190'000 | 190'000 | 188'354 | 188'354 | 85'272 CHF | 87'155 CHF | 100.00% | 100.00% |
06.01.2025 | 2.24% | 0.42 CHF | 0.43 CHF | 190'000 | 190'000 | 189'216 | 189'216 | 83'744 CHF | 85'636 CHF | 99.93% | 99.93% |
30.12.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 190'000 | 190'000 | 188'960 | 188'960 | 90'983 CHF | 92'874 CHF | 59.18% | 59.18% |