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 | 2.28% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 149'940 | 195'040 CHF | 66'486 CHF | 99.37% | 99.37% |
15.01.2025 | 2.87% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 451'003 | 150'370 | 155'100 CHF | 53'216 CHF | 99.37% | 99.37% |
13.01.2025 | 2.91% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 452'652 | 150'884 | 153'278 CHF | 52'601 CHF | 99.37% | 99.37% |
10.01.2025 | 2.85% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 149'879 | 155'866 CHF | 53'412 CHF | 99.24% | 99.24% |
09.01.2025 | 2.97% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 149'444 CHF | 51'315 CHF | 99.38% | 99.38% |
08.01.2025 | 3.51% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 168'241 CHF | 58'080 CHF | 99.37% | 99.37% |
07.01.2025 | 3.71% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 158'956 CHF | 54'986 CHF | 99.37% | 99.37% |
06.01.2025 | 3.87% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 152'265 CHF | 52'755 CHF | 99.37% | 99.37% |
30.12.2024 | 3.95% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 149'135 CHF | 51'712 CHF | 94.47% | 94.47% |
27.12.2024 | 3.94% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 149'247 CHF | 51'749 CHF | 99.36% | 99.36% |