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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.01.2025 | 0.94% | 1.08 CHF | 1.09 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 1'053'640 CHF | 638'183 CHF | 97.79% | 97.79% |
21.01.2025 | 0.81% | 1.15 CHF | 1.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'229'780 CHF | 619'889 CHF | 98.11% | 98.11% |
20.01.2025 | 0.78% | 1.26 CHF | 1.27 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'274'490 CHF | 642'244 CHF | 99.16% | 99.16% |
17.01.2025 | 0.76% | 1.30 CHF | 1.31 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'306'390 CHF | 658'196 CHF | 99.17% | 99.17% |
16.01.2025 | 0.70% | 1.37 CHF | 1.38 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'420'730 CHF | 715'363 CHF | 99.15% | 99.15% |
15.01.2025 | 0.62% | 1.53 CHF | 1.54 CHF | 1'000'000 | 500'000 | 1'000'000 | 434'277 | 1'621'000 CHF | 706'200 CHF | 99.16% | 99.16% |
13.01.2025 | 0.59% | 1.64 CHF | 1.65 CHF | 1'000'000 | 400'000 | 1'000'000 | 402'028 | 1'693'670 CHF | 684'794 CHF | 98.99% | 98.99% |
10.01.2025 | 0.68% | 1.57 CHF | 1.58 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'472'290 CHF | 741'147 CHF | 99.34% | 99.34% |
09.01.2025 | 0.74% | 1.35 CHF | 1.36 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'342'380 CHF | 676'188 CHF | 99.16% | 99.16% |
08.01.2025 | 0.71% | 1.42 CHF | 1.43 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'413'410 CHF | 711'707 CHF | 99.17% | 99.17% |