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 | 0.60% | 1.69 CHF | 1.70 CHF | 240'000 | 240'000 | 94'293 | 94'293 | 159'008 CHF | 159'953 CHF | 99.99% | 99.99% |
10.01.2025 | 0.52% | 1.84 CHF | 1.85 CHF | 240'000 | 240'000 | 93'498 | 93'498 | 178'183 CHF | 179'120 CHF | 99.85% | 99.85% |
09.01.2025 | 0.50% | 2.02 CHF | 2.03 CHF | 72'000 | 72'000 | 58'431 | 58'431 | 117'579 CHF | 118'163 CHF | 100.00% | 100.00% |
08.01.2025 | 0.48% | 2.07 CHF | 2.08 CHF | 240'000 | 240'000 | 94'904 | 94'904 | 201'360 CHF | 202'310 CHF | 99.64% | 100.00% |
07.01.2025 | 0.41% | 2.10 CHF | 2.11 CHF | 240'000 | 240'000 | 89'053 | 89'053 | 214'733 CHF | 215'625 CHF | 99.54% | 99.54% |
06.01.2025 | 0.42% | 2.58 CHF | 2.59 CHF | 220'000 | 220'000 | 87'130 | 87'130 | 214'473 CHF | 215'346 CHF | 99.41% | 99.41% |
30.12.2024 | 0.55% | 1.94 CHF | 1.95 CHF | 240'000 | 240'000 | 94'511 | 94'511 | 177'910 CHF | 178'857 CHF | 99.89% | 99.89% |
27.12.2024 | 0.52% | 1.85 CHF | 1.86 CHF | 240'000 | 240'000 | 95'044 | 95'044 | 182'750 CHF | 183'701 CHF | 99.77% | 99.77% |
23.12.2024 | 0.55% | 1.91 CHF | 1.92 CHF | 240'000 | 240'000 | 94'683 | 94'683 | 177'187 CHF | 178'135 CHF | 100.00% | 100.00% |
20.12.2024 | 0.67% | 1.75 CHF | 1.76 CHF | 260'000 | 260'000 | 102'826 | 102'826 | 162'103 CHF | 163'133 CHF | 98.27% | 98.27% |