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 | 4.20% | 0.22 CHF | 0.23 CHF | 120'000 | 120'000 | 120'900 | 120'900 | 28'267 CHF | 29'476 CHF | 100.00% | 100.00% |
16.01.2025 | 3.40% | 0.30 CHF | 0.31 CHF | 125'000 | 125'000 | 124'424 | 124'424 | 36'025 CHF | 37'270 CHF | 100.00% | 100.00% |
15.01.2025 | 3.50% | 0.33 CHF | 0.34 CHF | 125'000 | 125'000 | 124'483 | 124'483 | 35'142 CHF | 36'387 CHF | 100.00% | 100.00% |
13.01.2025 | 2.65% | 0.37 CHF | 0.38 CHF | 130'000 | 130'000 | 128'585 | 128'585 | 47'866 CHF | 49'152 CHF | 100.00% | 100.00% |
10.01.2025 | 2.72% | 0.37 CHF | 0.38 CHF | 130'000 | 130'000 | 125'170 | 125'170 | 45'570 CHF | 46'821 CHF | 100.00% | 100.00% |
09.01.2025 | 2.54% | 0.38 CHF | 0.39 CHF | 130'000 | 130'000 | 128'354 | 128'354 | 50'043 CHF | 51'327 CHF | 100.00% | 100.00% |
08.01.2025 | 2.21% | 0.44 CHF | 0.45 CHF | 130'000 | 130'000 | 129'465 | 129'465 | 57'931 CHF | 59'225 CHF | 100.00% | 100.00% |
07.01.2025 | 2.05% | 0.46 CHF | 0.47 CHF | 130'000 | 130'000 | 130'146 | 130'146 | 62'775 CHF | 64'077 CHF | 100.00% | 100.00% |
06.01.2025 | 1.90% | 0.49 CHF | 0.50 CHF | 135'000 | 135'000 | 134'416 | 134'416 | 70'085 CHF | 71'429 CHF | 99.93% | 99.93% |
30.12.2024 | 1.71% | 0.57 CHF | 0.58 CHF | 135'000 | 135'000 | 133'973 | 133'973 | 77'793 CHF | 79'134 CHF | 59.18% | 59.18% |