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 |
---|---|---|---|---|---|---|---|---|---|---|---|
06.01.2025 | 33.77% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 997'149 | 250'000 | 24'960 CHF | 8'763 CHF | 98.14% | 98.14% |
30.12.2024 | 29.51% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 991'795 | 250'000 | 29'045 CHF | 9'809 CHF | 96.31% | 96.31% |
27.12.2024 | 20.29% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 982'704 | 259'444 | 43'688 CHF | 14'211 CHF | 99.33% | 99.33% |
23.12.2024 | 16.55% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 894'148 | 469'818 | 49'306 CHF | 31'256 CHF | 96.92% | 96.92% |
20.12.2024 | 16.74% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 910'092 | 443'997 | 49'779 CHF | 28'908 CHF | 97.69% | 97.69% |
19.12.2024 | 9.56% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 511'506 | 454'717 | 51'008 CHF | 51'264 CHF | 94.57% | 94.57% |
18.12.2024 | 7.41% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 398'053 | 398'053 | 51'745 CHF | 55'726 CHF | 95.66% | 95.66% |
17.12.2024 | 8.14% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 439'959 | 439'958 | 51'878 CHF | 56'278 CHF | 98.71% | 98.71% |
16.12.2024 | 7.27% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 393'687 | 390'738 | 52'270 CHF | 55'865 CHF | 99.06% | 99.06% |
13.12.2024 | 5.45% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 286'003 | 286'001 | 51'048 CHF | 53'907 CHF | 99.38% | 99.38% |