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 |
---|---|---|---|---|---|---|---|---|---|---|---|
04.02.2025 | 1.95% | 0.63 CHF | 0.64 CHF | 1'977'100 | 1'977'100 | 1'975'480 | 1'975'480 | 1'014'230 CHF | 1'034'000 CHF | 100.00% | 100.00% |
03.02.2025 | 2.75% | 0.51 CHF | 0.52 CHF | 1'555'400 | 1'555'400 | 1'554'340 | 1'554'340 | 554'482 CHF | 569'781 CHF | 99.93% | 99.93% |
31.01.2025 | 1.43% | 0.80 CHF | 0.81 CHF | 1'501'000 | 1'501'000 | 1'499'490 | 1'501'000 | 1'044'740 CHF | 1'060'780 CHF | 100.00% | 100.00% |
30.01.2025 | 1.71% | 0.47 CHF | 0.48 CHF | 1'658'100 | 1'658'100 | 1'658'100 | 1'658'100 | 965'189 CHF | 981'771 CHF | 100.00% | 100.00% |
29.01.2025 | 1.72% | 0.51 CHF | 0.52 CHF | 1'548'800 | 1'556'800 | 1'556'790 | 1'556'760 | 901'579 CHF | 917'127 CHF | 100.00% | 100.00% |
28.01.2025 | 2.17% | 0.50 CHF | 0.51 CHF | 2'136'200 | 2'136'200 | 2'136'200 | 2'136'150 | 978'198 CHF | 999'535 CHF | 100.00% | 100.00% |
27.01.2025 | 2.44% | 0.42 CHF | 0.43 CHF | 2'152'000 | 2'152'000 | 2'118'670 | 2'118'380 | 792'334 CHF | 811'777 CHF | 99.00% | 99.00% |
24.01.2025 | 0.55% | 1.80 CHF | 1.81 CHF | 456'600 | 456'600 | 456'591 | 456'598 | 830'290 CHF | 834'869 CHF | 100.00% | 100.00% |
23.01.2025 | 0.63% | 1.70 CHF | 1.71 CHF | 479'100 | 479'100 | 478'034 | 478'034 | 764'141 CHF | 768'932 CHF | 100.00% | 100.00% |
22.01.2025 | 0.59% | 1.81 CHF | 1.82 CHF | 628'300 | 628'300 | 628'300 | 628'300 | 1'058'890 CHF | 1'065'170 CHF | 100.00% | 100.00% |