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 | 1.13% | 0.90 CHF | 0.91 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 880'073 CHF | 534'044 CHF | 97.78% | 97.78% |
21.01.2025 | 0.99% | 0.95 CHF | 0.96 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 1'007'610 CHF | 610'564 CHF | 98.11% | 98.11% |
20.01.2025 | 0.95% | 1.04 CHF | 1.05 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 1'045'240 CHF | 633'144 CHF | 99.18% | 99.18% |
17.01.2025 | 0.93% | 1.07 CHF | 1.08 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 1'067'500 CHF | 646'502 CHF | 99.17% | 99.17% |
16.01.2025 | 0.86% | 1.11 CHF | 1.12 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 1'151'370 CHF | 696'821 CHF | 99.16% | 99.16% |
15.01.2025 | 0.77% | 1.23 CHF | 1.24 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 1'294'140 CHF | 782'482 CHF | 99.16% | 99.16% |
13.01.2025 | 0.74% | 1.31 CHF | 1.32 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 1'355'390 CHF | 819'235 CHF | 98.98% | 98.98% |
10.01.2025 | 0.83% | 1.26 CHF | 1.27 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 1'193'900 CHF | 722'342 CHF | 99.35% | 99.35% |
09.01.2025 | 0.91% | 1.11 CHF | 1.12 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 1'097'110 CHF | 664'264 CHF | 99.16% | 99.16% |
08.01.2025 | 0.87% | 1.15 CHF | 1.16 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 1'145'170 CHF | 693'101 CHF | 99.17% | 99.17% |