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 | 59.32% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'879 | 12'868 CHF | 11'430 CHF | 98.50% | 98.50% |
10.01.2025 | 10.84% | 0.06 CHF | 0.07 CHF | 900'000 | 300'000 | 721'732 | 240'783 | 63'659 CHF | 23'640 CHF | 98.03% | 98.03% |
09.01.2025 | 8.18% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 600'009 | 200'003 | 72'036 CHF | 26'050 CHF | 81.35% | 81.35% |
08.01.2025 | 4.97% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 524'344 | 174'781 | 102'785 CHF | 36'009 CHF | 98.95% | 98.95% |
07.01.2025 | 2.36% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 461'230 | 153'743 | 204'736 CHF | 69'783 CHF | 96.58% | 96.58% |
06.01.2025 | 2.76% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 449'848 | 150'000 | 162'981 CHF | 55'848 CHF | 97.56% | 97.56% |
30.12.2024 | 7.07% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 721'185 | 240'395 | 99'249 CHF | 35'487 CHF | 88.57% | 88.57% |
27.12.2024 | 5.33% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 615'845 | 205'282 | 112'837 CHF | 39'665 CHF | 91.72% | 91.72% |
23.12.2024 | 5.15% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 748'506 | 249'502 | 141'940 CHF | 49'808 CHF | 98.11% | 98.11% |
20.12.2024 | 7.82% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 944'610 | 354'530 | 117'374 CHF | 47'087 CHF | 97.79% | 97.79% |