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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20.01.2025 | 0.35% | 2.83 CHF | 2.84 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 708'798 CHF | 711'298 CHF | 100.00% | 100.00% |
17.01.2025 | 0.35% | 2.76 CHF | 2.77 CHF | 250'000 | 250'000 | 249'889 | 249'889 | 707'106 CHF | 709'606 CHF | 100.00% | 100.00% |
16.01.2025 | 0.35% | 2.74 CHF | 2.75 CHF | 250'000 | 250'000 | 249'867 | 249'867 | 705'332 CHF | 707'832 CHF | 100.00% | 100.00% |
15.01.2025 | 0.33% | 3.08 CHF | 3.09 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 759'313 CHF | 761'813 CHF | 99.36% | 99.36% |
13.01.2025 | 0.32% | 3.26 CHF | 3.27 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 787'030 CHF | 789'530 CHF | 100.00% | 100.00% |
10.01.2025 | 0.32% | 3.04 CHF | 3.05 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 768'298 CHF | 770'798 CHF | 100.00% | 100.00% |
09.01.2025 | 0.31% | 3.18 CHF | 3.19 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 794'502 CHF | 797'002 CHF | 100.00% | 100.00% |
08.01.2025 | 0.30% | 3.22 CHF | 3.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 825'652 CHF | 828'152 CHF | 100.00% | 100.00% |
07.01.2025 | 0.30% | 3.36 CHF | 3.37 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 836'504 CHF | 839'004 CHF | 99.70% | 99.70% |
06.01.2025 | 0.29% | 3.45 CHF | 3.46 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 866'632 CHF | 869'132 CHF | 99.95% | 99.95% |