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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.01.2025 | 2.29% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 120'019 | 50'000 | 51'815 CHF | 22'100 CHF | 99.38% | 99.38% |
16.01.2025 | 2.73% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 143'841 | 50'000 | 51'932 CHF | 18'567 CHF | 99.03% | 99.03% |
15.01.2025 | 2.85% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 149'582 | 49'156 | 51'971 CHF | 17'595 CHF | 96.08% | 96.08% |
13.01.2025 | 3.03% | 0.33 CHF | 0.34 CHF | 150'000 | 50'000 | 161'943 | 50'000 | 51'604 CHF | 16'437 CHF | 97.86% | 97.86% |
10.01.2025 | 2.70% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 136'112 | 48'610 | 51'748 CHF | 19'034 CHF | 99.26% | 99.26% |
09.01.2025 | 2.39% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 126'411 | 49'974 | 52'284 CHF | 21'182 CHF | 100.00% | 100.00% |
08.01.2025 | 2.34% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 124'945 | 50'000 | 51'744 CHF | 21'252 CHF | 99.95% | 99.95% |
07.01.2025 | 2.76% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 137'809 | 47'878 | 51'932 CHF | 18'563 CHF | 99.78% | 99.78% |
06.01.2025 | 2.93% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 136'823 | 48'328 | 48'644 CHF | 17'660 CHF | 100.00% | 100.00% |
30.12.2024 | 2.87% | 0.34 CHF | 0.35 CHF | 150'000 | 50'000 | 150'635 | 50'000 | 51'824 CHF | 17'712 CHF | 100.00% | 100.00% |