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 | 0.23% | 4.26 CHF | 4.27 CHF | 100'000 | 100'000 | 60'654 | 60'654 | 258'857 CHF | 259'464 CHF | 97.94% | 97.94% |
10.01.2025 | 0.21% | 4.58 CHF | 4.59 CHF | 100'000 | 100'000 | 58'784 | 58'784 | 281'192 CHF | 281'780 CHF | 91.82% | 91.82% |
09.01.2025 | 0.20% | 4.97 CHF | 4.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 247'861 CHF | 248'361 CHF | 77.42% | 77.42% |
08.01.2025 | 0.19% | 5.03 CHF | 5.04 CHF | 100'000 | 100'000 | 60'883 | 60'883 | 314'258 CHF | 314'867 CHF | 98.20% | 98.20% |
07.01.2025 | 0.17% | 5.08 CHF | 5.09 CHF | 100'000 | 100'000 | 60'918 | 60'919 | 356'074 CHF | 356'683 CHF | 98.94% | 98.94% |
06.01.2025 | 0.68% | 6.04 CHF | 6.05 CHF | 100'000 | 100'000 | 25'257 | 25'257 | 147'092 CHF | 147'504 CHF | 95.81% | 95.81% |
30.12.2024 | 0.22% | 4.77 CHF | 4.78 CHF | 100'000 | 100'000 | 61'072 | 61'072 | 282'032 CHF | 282'643 CHF | 97.80% | 97.80% |
27.12.2024 | 0.21% | 4.57 CHF | 4.58 CHF | 100'000 | 100'000 | 61'272 | 61'272 | 292'249 CHF | 292'861 CHF | 96.07% | 96.07% |
23.12.2024 | 0.22% | 4.70 CHF | 4.71 CHF | 100'000 | 100'000 | 60'916 | 60'916 | 280'926 CHF | 281'536 CHF | 97.50% | 97.50% |
20.12.2024 | 0.25% | 4.38 CHF | 4.39 CHF | 100'000 | 100'000 | 60'998 | 60'998 | 242'305 CHF | 242'915 CHF | 98.45% | 98.45% |