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 | 8.08% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 434'866 | 434'867 | 51'613 CHF | 55'962 CHF | 99.84% | 99.84% |
10.01.2025 | 9.20% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 490'458 | 490'460 | 50'932 CHF | 55'837 CHF | 100.00% | 100.00% |
09.01.2025 | 9.44% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 497'122 | 497'118 | 50'203 CHF | 55'174 CHF | 100.00% | 100.00% |
08.01.2025 | 9.42% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 511'213 | 468'062 | 51'773 CHF | 52'540 CHF | 100.00% | 100.00% |
07.01.2025 | 10.60% | 0.10 CHF | 0.11 CHF | 550'000 | 550'000 | 579'274 | 343'996 | 51'790 CHF | 34'569 CHF | 100.00% | 100.00% |
06.01.2025 | 8.10% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 435'926 | 435'925 | 51'657 CHF | 56'016 CHF | 100.00% | 100.00% |
30.12.2024 | 6.16% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 346'824 | 346'824 | 54'620 CHF | 58'089 CHF | 97.65% | 97.65% |
27.12.2024 | 6.34% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 349'762 | 349'761 | 53'436 CHF | 56'933 CHF | 99.50% | 99.50% |
23.12.2024 | 5.39% | 0.17 CHF | 0.18 CHF | 325'000 | 325'000 | 307'115 | 307'113 | 55'444 CHF | 58'515 CHF | 100.00% | 100.00% |
20.12.2024 | 4.53% | 0.20 CHF | 0.21 CHF | 300'000 | 300'000 | 249'242 | 249'233 | 53'671 CHF | 56'161 CHF | 98.13% | 98.13% |