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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.01.2025 | 4.88% | 0.20 CHF | 0.21 CHF | 400'000 | 400'000 | 405'425 | 368'760 | 81'418 CHF | 77'525 CHF | 97.61% | 98.08% |
15.01.2025 | 1.73% | 0.57 CHF | 0.58 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 571'872 CHF | 116'374 CHF | 99.21% | 99.21% |
13.01.2025 | 1.67% | 0.58 CHF | 0.59 CHF | 1'000'000 | 200'000 | 999'989 | 200'000 | 592'905 CHF | 120'582 CHF | 99.17% | 99.17% |
10.01.2025 | 1.77% | 0.59 CHF | 0.60 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 560'402 CHF | 114'080 CHF | 99.36% | 99.36% |
09.01.2025 | 1.77% | 0.57 CHF | 0.58 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 559'148 CHF | 113'830 CHF | 99.37% | 99.37% |
08.01.2025 | 1.83% | 0.54 CHF | 0.55 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 541'336 CHF | 110'267 CHF | 99.37% | 99.37% |
07.01.2025 | 1.81% | 0.56 CHF | 0.57 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 546'750 CHF | 111'350 CHF | 87.78% | 87.78% |
06.01.2025 | 1.64% | 0.59 CHF | 0.60 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 606'786 CHF | 123'357 CHF | 99.36% | 99.36% |
30.12.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 614'998 CHF | 125'000 CHF | 95.09% | 95.09% |
27.12.2024 | 1.56% | 0.61 CHF | 0.62 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 635'447 CHF | 129'089 CHF | 99.38% | 99.38% |