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 | 1.52% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 106'702 | 106'702 | 69'430 CHF | 70'497 CHF | 99.24% | 99.24% |
10.01.2025 | 1.29% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'049 CHF | 78'049 CHF | 88.66% | 88.66% |
09.01.2025 | 1.31% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'020 CHF | 77'020 CHF | 99.41% | 99.41% |
08.01.2025 | 1.26% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 79'287 CHF | 80'287 CHF | 99.22% | 99.22% |
07.01.2025 | 1.09% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 91'694 CHF | 92'694 CHF | 97.18% | 97.18% |
06.01.2025 | 0.96% | 0.99 CHF | 1.00 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 103'479 CHF | 104'479 CHF | 94.69% | 94.69% |
30.12.2024 | 0.82% | 1.15 CHF | 1.16 CHF | 100'000 | 25'000 | 99'311 | 93'787 | 120'591 CHF | 115'145 CHF | 81.40% | 81.40% |
27.12.2024 | 0.66% | 1.34 CHF | 1.35 CHF | 75'000 | 75'000 | 75'794 | 75'794 | 115'058 CHF | 115'816 CHF | 98.31% | 98.31% |
23.12.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 100'000 | 100'000 | 84'422 | 84'422 | 113'787 CHF | 114'631 CHF | 98.14% | 98.14% |
20.12.2024 | 0.77% | 1.51 CHF | 1.52 CHF | 75'000 | 75'000 | 95'833 | 95'833 | 123'592 CHF | 124'550 CHF | 92.05% | 92.05% |