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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.01.2025 | 2.17% | 0.46 CHF | 0.47 CHF | 2'155'900 | 2'155'900 | 2'155'900 | 2'155'900 | 985'338 CHF | 1'006'900 CHF | 99.91% | 99.91% |
15.01.2025 | 1.87% | 0.44 CHF | 0.45 CHF | 1'428'100 | 1'428'100 | 1'404'120 | 1'404'120 | 796'488 CHF | 810'689 CHF | 99.94% | 99.94% |
13.01.2025 | 1.14% | 0.83 CHF | 0.84 CHF | 1'324'200 | 1'324'200 | 1'324'200 | 1'324'200 | 1'153'930 CHF | 1'167'170 CHF | 100.00% | 100.00% |
10.01.2025 | 1.46% | 0.78 CHF | 0.79 CHF | 1'480'400 | 1'480'400 | 1'480'400 | 1'480'400 | 1'007'840 CHF | 1'022'640 CHF | 99.78% | 99.78% |
09.01.2025 | 1.43% | 0.70 CHF | 0.71 CHF | 1'504'200 | 1'504'200 | 1'504'200 | 1'504'200 | 1'043'120 CHF | 1'058'160 CHF | 100.00% | 100.00% |
08.01.2025 | 1.48% | 0.69 CHF | 0.70 CHF | 1'524'500 | 1'524'500 | 1'524'500 | 1'524'500 | 1'025'090 CHF | 1'040'330 CHF | 99.73% | 99.73% |
07.01.2025 | 1.38% | 0.69 CHF | 0.70 CHF | 1'312'400 | 1'312'400 | 1'312'400 | 1'312'400 | 946'818 CHF | 959'942 CHF | 100.00% | 100.00% |
06.01.2025 | 1.04% | 0.82 CHF | 0.83 CHF | 855'300 | 855'300 | 855'300 | 855'300 | 824'833 CHF | 833'386 CHF | 99.60% | 99.60% |
30.12.2024 | 0.83% | 1.29 CHF | 1.30 CHF | 926'600 | 926'600 | 926'301 | 926'301 | 1'120'770 CHF | 1'130'030 CHF | 99.75% | 99.75% |
27.12.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 787'600 | 787'600 | 787'598 | 787'598 | 933'541 CHF | 941'417 CHF | 98.94% | 98.94% |