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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20.01.2025 | 6.75% | 0.14 CHF | 0.15 CHF | 250'000 | 25'000 | 250'000 | 24'903 | 35'827 CHF | 3'819 CHF | 99.22% | 99.39% |
17.01.2025 | 6.90% | 0.14 CHF | 0.15 CHF | 250'000 | 25'000 | 250'000 | 25'000 | 35'000 CHF | 3'750 CHF | 0.23% | 0.39% |
16.01.2025 | 5.03% | 0.20 CHF | 0.21 CHF | 220'000 | 25'000 | 249'023 | 25'845 | 48'420 CHF | 5'305 CHF | 96.47% | 97.02% |
15.01.2025 | 1.40% | 0.70 CHF | 0.71 CHF | 75'000 | 75'000 | 75'499 | 75'497 | 53'692 CHF | 54'447 CHF | 98.68% | 98.68% |
13.01.2025 | 1.33% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'876 CHF | 56'626 CHF | 99.86% | 99.86% |
10.01.2025 | 1.44% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'261 | 75'261 | 51'828 CHF | 52'581 CHF | 100.00% | 100.00% |
09.01.2025 | 1.45% | 0.69 CHF | 0.70 CHF | 75'000 | 75'000 | 75'356 | 75'359 | 51'635 CHF | 52'391 CHF | 100.00% | 100.00% |
08.01.2025 | 1.50% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 89'763 | 89'759 | 59'204 CHF | 60'100 CHF | 100.00% | 100.00% |
07.01.2025 | 1.48% | 0.66 CHF | 0.67 CHF | 75'000 | 75'000 | 83'335 | 83'334 | 55'786 CHF | 56'619 CHF | 100.00% | 100.00% |
06.01.2025 | 1.31% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'901 CHF | 57'651 CHF | 100.00% | 100.00% |