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 |
---|---|---|---|---|---|---|---|---|---|---|---|
04.02.2025 | 10.86% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 87'296 CHF | 38'919 CHF | 95.26% | 95.26% |
03.02.2025 | 11.07% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 85'607 CHF | 38'243 CHF | 96.88% | 96.88% |
31.01.2025 | 8.84% | 0.10 CHF | 0.11 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 97'424 CHF | 35'475 CHF | 93.07% | 93.07% |
30.01.2025 | 9.31% | 0.11 CHF | 0.12 CHF | 900'000 | 300'000 | 907'440 | 307'440 | 93'129 CHF | 34'586 CHF | 91.32% | 91.32% |
29.01.2025 | 10.01% | 0.10 CHF | 0.11 CHF | 900'000 | 300'000 | 947'054 | 347'054 | 90'050 CHF | 36'316 CHF | 95.68% | 95.68% |
28.01.2025 | 9.70% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 969'758 | 369'758 | 95'251 CHF | 39'978 CHF | 89.86% | 89.86% |
27.01.2025 | 9.08% | 0.10 CHF | 0.11 CHF | 900'000 | 300'000 | 926'188 | 326'188 | 97'405 CHF | 37'471 CHF | 96.26% | 96.26% |
24.01.2025 | 8.96% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 919'375 | 319'375 | 98'101 CHF | 37'186 CHF | 96.97% | 96.97% |
23.01.2025 | 9.80% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 97'267 CHF | 42'907 CHF | 91.55% | 91.55% |
22.01.2025 | 9.47% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 993'094 | 393'094 | 99'847 CHF | 43'420 CHF | 91.90% | 91.90% |