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 | 1.41% | 0.64 CHF | 0.65 CHF | 500'000 | 500'000 | 499'871 | 499'871 | 356'199 CHF | 361'199 CHF | 100.00% | 100.00% |
16.01.2025 | 0.86% | 1.18 CHF | 1.19 CHF | 500'000 | 500'000 | 499'745 | 499'745 | 578'345 CHF | 583'345 CHF | 99.91% | 99.91% |
15.01.2025 | 0.74% | 1.15 CHF | 1.16 CHF | 500'000 | 500'000 | 491'665 | 491'666 | 707'320 CHF | 712'294 CHF | 99.92% | 99.92% |
13.01.2025 | 0.47% | 2.01 CHF | 2.02 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'055'680 CHF | 1'060'680 CHF | 100.00% | 100.00% |
10.01.2025 | 0.59% | 1.93 CHF | 1.94 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 843'071 CHF | 848'071 CHF | 99.77% | 99.77% |
09.01.2025 | 0.58% | 1.73 CHF | 1.74 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 858'702 CHF | 863'702 CHF | 100.00% | 100.00% |
08.01.2025 | 0.60% | 1.72 CHF | 1.73 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 834'484 CHF | 839'484 CHF | 99.72% | 99.72% |
07.01.2025 | 0.56% | 1.70 CHF | 1.71 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 886'379 CHF | 891'379 CHF | 100.00% | 100.00% |
06.01.2025 | 0.46% | 1.96 CHF | 1.97 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'079'030 CHF | 1'084'030 CHF | 99.69% | 99.69% |
30.12.2024 | 0.40% | 2.62 CHF | 2.63 CHF | 500'000 | 500'000 | 499'846 | 499'846 | 1'251'200 CHF | 1'256'200 CHF | 99.75% | 99.75% |