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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.01.2025 | 2.92% | 0.33 CHF | 0.34 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 67'531 CHF | 69'531 CHF | 100.00% | 100.00% |
16.01.2025 | 2.47% | 0.38 CHF | 0.39 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 83'589 CHF | 85'675 CHF | 98.89% | 98.89% |
15.01.2025 | 1.76% | 0.51 CHF | 0.52 CHF | 200'000 | 200'000 | 197'306 | 197'120 | 116'834 CHF | 118'739 CHF | 96.43% | 96.43% |
13.01.2025 | 2.61% | 0.62 CHF | 0.63 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 132'021 CHF | 135'530 CHF | 94.92% | 94.92% |
10.01.2025 | 3.29% | 0.55 CHF | 0.58 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 96'175 CHF | 99'478 CHF | 97.03% | 97.03% |
09.01.2025 | 2.37% | 0.42 CHF | 0.43 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 83'512 CHF | 85'512 CHF | 99.66% | 99.66% |
08.01.2025 | 2.64% | 0.48 CHF | 0.49 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 97'717 CHF | 100'239 CHF | 80.94% | 80.94% |
07.01.2025 | 2.18% | 0.50 CHF | 0.51 CHF | 200'000 | 200'000 | 189'619 | 189'619 | 104'910 CHF | 107'042 CHF | 97.33% | 97.33% |
06.01.2025 | 1.38% | 0.68 CHF | 0.69 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 144'295 CHF | 146'295 CHF | 99.53% | 99.53% |
30.12.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 159'485 CHF | 161'485 CHF | 99.17% | 99.17% |