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 | 0.86% | 1.05 CHF | 1.06 CHF | 500'000 | 500'000 | 499'694 | 499'693 | 583'683 CHF | 588'681 CHF | 99.82% | 99.82% |
03.02.2025 | 0.75% | 1.26 CHF | 1.27 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 667'811 CHF | 672'812 CHF | 99.70% | 99.70% |
31.01.2025 | 1.67% | 0.70 CHF | 0.71 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 299'115 CHF | 304'115 CHF | 98.60% | 98.60% |
30.01.2025 | 1.36% | 0.71 CHF | 0.72 CHF | 500'000 | 500'000 | 499'835 | 499'835 | 365'468 CHF | 370'468 CHF | 100.00% | 100.00% |
29.01.2025 | 1.06% | 0.89 CHF | 0.90 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 471'845 CHF | 476'845 CHF | 100.00% | 100.00% |
28.01.2025 | 0.79% | 1.17 CHF | 1.18 CHF | 500'000 | 500'000 | 498'804 | 498'801 | 633'209 CHF | 638'205 CHF | 100.00% | 100.00% |
27.01.2025 | 0.60% | 1.45 CHF | 1.46 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 836'198 CHF | 841'198 CHF | 100.00% | 100.00% |
24.01.2025 | 0.83% | 1.33 CHF | 1.34 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 605'555 CHF | 610'555 CHF | 100.00% | 100.00% |
23.01.2025 | 0.69% | 1.33 CHF | 1.34 CHF | 500'000 | 500'000 | 497'656 | 497'656 | 722'108 CHF | 727'108 CHF | 100.00% | 100.00% |
22.01.2025 | 0.67% | 1.61 CHF | 1.62 CHF | 500'000 | 500'000 | 494'037 | 494'037 | 751'383 CHF | 756'383 CHF | 100.00% | 100.00% |