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 | 2.50% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 138'221 | 138'219 | 54'551 CHF | 55'933 CHF | 99.84% | 99.84% |
10.01.2025 | 2.41% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'502 | 125'504 | 51'512 CHF | 52'767 CHF | 100.00% | 100.00% |
09.01.2025 | 2.49% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 137'988 | 137'986 | 54'638 CHF | 56'017 CHF | 100.00% | 100.00% |
08.01.2025 | 3.19% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'513 | 175'524 | 54'111 CHF | 55'870 CHF | 99.52% | 99.68% |
07.01.2025 | 3.41% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 182'734 | 182'538 | 52'584 CHF | 54'356 CHF | 99.84% | 100.00% |
06.01.2025 | 3.47% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 187'780 | 187'795 | 53'080 CHF | 54'963 CHF | 99.80% | 100.00% |
30.12.2024 | 3.63% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 199'666 | 199'668 | 54'080 CHF | 56'077 CHF | 97.66% | 97.66% |
27.12.2024 | 3.57% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 55'096 CHF | 57'096 CHF | 99.50% | 99.50% |
23.12.2024 | 3.34% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 180'208 | 180'210 | 53'083 CHF | 54'885 CHF | 100.00% | 100.00% |
20.12.2024 | 3.83% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 183'893 | 183'855 | 46'982 CHF | 48'811 CHF | 98.14% | 98.14% |