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 | 0.69% | 1.38 CHF | 1.39 CHF | 51'900 | 51'900 | 51'900 | 51'900 | 74'812 CHF | 75'331 CHF | 100.00% | 100.00% |
10.01.2025 | 0.75% | 1.41 CHF | 1.42 CHF | 55'400 | 55'400 | 55'400 | 55'400 | 73'176 CHF | 73'730 CHF | 100.00% | 100.00% |
09.01.2025 | 0.76% | 1.33 CHF | 1.34 CHF | 60'400 | 60'400 | 60'400 | 60'400 | 79'592 CHF | 80'196 CHF | 100.00% | 100.00% |
08.01.2025 | 0.79% | 1.26 CHF | 1.27 CHF | 59'600 | 59'600 | 59'196 | 59'196 | 74'894 CHF | 75'486 CHF | 100.00% | 100.00% |
07.01.2025 | 0.77% | 1.26 CHF | 1.27 CHF | 53'200 | 53'200 | 52'887 | 52'887 | 68'152 CHF | 68'681 CHF | 100.00% | 100.00% |
06.01.2025 | 1.33% | 1.43 CHF | 1.45 CHF | 36'700 | 36'700 | 37'053 | 37'053 | 55'822 CHF | 56'563 CHF | 99.43% | 99.43% |
30.12.2024 | 1.22% | 1.61 CHF | 1.63 CHF | 44'000 | 44'000 | 43'985 | 43'985 | 72'007 CHF | 72'887 CHF | 100.00% | 100.00% |
27.12.2024 | 1.16% | 1.63 CHF | 1.65 CHF | 40'400 | 40'400 | 41'116 | 41'116 | 70'730 CHF | 71'553 CHF | 100.00% | 100.00% |
23.12.2024 | 1.10% | 1.82 CHF | 1.84 CHF | 37'900 | 37'900 | 37'900 | 37'900 | 68'766 CHF | 69'524 CHF | 99.68% | 99.68% |
20.12.2024 | 0.95% | 1.92 CHF | 1.94 CHF | 38'100 | 38'100 | 38'657 | 38'657 | 81'207 CHF | 81'980 CHF | 100.00% | 100.00% |