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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.01.2025 | 1.44% | 0.62 CHF | 0.63 CHF | 500'000 | 500'000 | 499'865 | 499'857 | 347'784 CHF | 352'778 CHF | 100.00% | 100.00% |
16.01.2025 | 0.87% | 1.17 CHF | 1.18 CHF | 500'000 | 500'000 | 499'705 | 499'705 | 570'870 CHF | 575'870 CHF | 99.91% | 99.91% |
15.01.2025 | 0.75% | 1.13 CHF | 1.14 CHF | 500'000 | 500'000 | 491'603 | 491'606 | 701'079 CHF | 706'054 CHF | 99.94% | 99.94% |
13.01.2025 | 0.48% | 2.00 CHF | 2.01 CHF | 500'000 | 500'000 | 499'999 | 500'000 | 1'047'350 CHF | 1'052'350 CHF | 100.00% | 100.00% |
10.01.2025 | 0.60% | 1.91 CHF | 1.92 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 835'410 CHF | 840'410 CHF | 99.77% | 99.77% |
09.01.2025 | 0.59% | 1.71 CHF | 1.72 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 851'836 CHF | 856'836 CHF | 100.00% | 100.00% |
08.01.2025 | 0.60% | 1.70 CHF | 1.71 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 829'157 CHF | 834'157 CHF | 99.71% | 99.71% |
07.01.2025 | 0.56% | 1.70 CHF | 1.71 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 886'024 CHF | 891'024 CHF | 100.00% | 100.00% |
06.01.2025 | 0.46% | 1.96 CHF | 1.97 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'078'640 CHF | 1'083'640 CHF | 99.70% | 99.70% |
30.12.2024 | 0.40% | 2.62 CHF | 2.63 CHF | 500'000 | 500'000 | 499'846 | 499'846 | 1'250'630 CHF | 1'255'630 CHF | 99.75% | 99.75% |