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 | 1.25% | 0.76 CHF | 0.77 CHF | 355'000 | 355'000 | 193'118 | 193'118 | 155'226 CHF | 157'161 CHF | 100.00% | 100.00% |
10.01.2025 | 1.07% | 0.85 CHF | 0.86 CHF | 345'000 | 345'000 | 187'158 | 187'158 | 175'250 CHF | 177'130 CHF | 100.00% | 100.00% |
09.01.2025 | 1.02% | 0.98 CHF | 0.99 CHF | 170'000 | 170'000 | 151'170 | 151'170 | 147'971 CHF | 149'483 CHF | 99.76% | 99.76% |
08.01.2025 | 1.05% | 0.99 CHF | 1.00 CHF | 340'000 | 340'000 | 186'636 | 186'636 | 180'772 CHF | 182'642 CHF | 100.00% | 100.00% |
07.01.2025 | 1.02% | 1.00 CHF | 1.01 CHF | 340'000 | 340'000 | 186'212 | 186'212 | 186'056 CHF | 187'922 CHF | 99.94% | 99.94% |
06.01.2025 | 1.00% | 1.05 CHF | 1.06 CHF | 335'000 | 335'000 | 186'153 | 186'153 | 189'253 CHF | 191'118 CHF | 100.00% | 100.00% |
30.12.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 330'000 | 330'000 | 180'092 | 180'092 | 209'875 CHF | 211'679 CHF | 99.41% | 99.41% |
27.12.2024 | 0.81% | 1.19 CHF | 1.20 CHF | 325'000 | 325'000 | 176'962 | 176'962 | 220'589 CHF | 222'362 CHF | 99.77% | 99.77% |
23.12.2024 | 0.85% | 1.19 CHF | 1.20 CHF | 330'000 | 330'000 | 180'776 | 180'776 | 216'340 CHF | 218'151 CHF | 100.00% | 100.00% |
20.12.2024 | 0.95% | 1.13 CHF | 1.14 CHF | 335'000 | 335'000 | 185'880 | 185'880 | 199'617 CHF | 201'480 CHF | 99.61% | 99.61% |