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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20.01.2025 | 3.36% | 0.27 CHF | 0.28 CHF | 360'000 | 360'000 | 360'000 | 359'993 | 105'975 CHF | 109'573 CHF | 99.79% | 99.79% |
17.01.2025 | 3.35% | 0.31 CHF | 0.32 CHF | 370'000 | 370'000 | 370'000 | 370'000 | 108'764 CHF | 112'464 CHF | 100.00% | 100.00% |
16.01.2025 | 3.34% | 0.29 CHF | 0.30 CHF | 370'000 | 370'000 | 370'000 | 370'000 | 109'061 CHF | 112'761 CHF | 99.89% | 99.89% |
15.01.2025 | 3.39% | 0.30 CHF | 0.31 CHF | 370'000 | 370'000 | 370'000 | 370'000 | 107'297 CHF | 110'997 CHF | 99.29% | 99.29% |
13.01.2025 | 2.92% | 0.36 CHF | 0.37 CHF | 360'000 | 360'000 | 360'000 | 360'000 | 121'747 CHF | 125'347 CHF | 100.00% | 100.00% |
10.01.2025 | 3.14% | 0.34 CHF | 0.35 CHF | 380'000 | 380'000 | 380'000 | 380'000 | 119'259 CHF | 123'059 CHF | 99.22% | 99.22% |
09.01.2025 | 3.35% | 0.30 CHF | 0.31 CHF | 380'000 | 380'000 | 380'000 | 380'000 | 111'645 CHF | 115'445 CHF | 100.00% | 100.00% |
08.01.2025 | 3.40% | 0.29 CHF | 0.30 CHF | 390'000 | 390'000 | 390'000 | 390'000 | 112'738 CHF | 116'638 CHF | 100.00% | 100.00% |
07.01.2025 | 4.03% | 0.26 CHF | 0.27 CHF | 420'000 | 420'000 | 420'000 | 420'000 | 102'393 CHF | 106'593 CHF | 99.32% | 99.32% |
06.01.2025 | 4.12% | 0.24 CHF | 0.25 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 95'311 CHF | 99'311 CHF | 99.79% | 99.79% |