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 | 1.16% | 0.79 CHF | 0.80 CHF | 500'000 | 500'000 | 499'880 | 499'880 | 432'058 CHF | 437'058 CHF | 100.00% | 100.00% |
16.01.2025 | 0.76% | 1.33 CHF | 1.34 CHF | 500'000 | 500'000 | 499'706 | 499'706 | 655'274 CHF | 660'274 CHF | 99.91% | 99.91% |
15.01.2025 | 0.66% | 1.30 CHF | 1.31 CHF | 500'000 | 500'000 | 491'600 | 491'600 | 784'465 CHF | 789'437 CHF | 99.94% | 99.94% |
13.01.2025 | 0.44% | 2.16 CHF | 2.17 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'131'580 CHF | 1'136'580 CHF | 100.00% | 100.00% |
10.01.2025 | 0.54% | 2.08 CHF | 2.09 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 920'199 CHF | 925'199 CHF | 99.77% | 99.77% |
09.01.2025 | 0.53% | 1.88 CHF | 1.89 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 936'572 CHF | 941'572 CHF | 100.00% | 100.00% |
08.01.2025 | 0.55% | 1.87 CHF | 1.88 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 912'716 CHF | 917'716 CHF | 99.72% | 99.72% |
07.01.2025 | 0.52% | 1.86 CHF | 1.87 CHF | 500'000 | 500'000 | 500'000 | 499'993 | 966'725 CHF | 971'712 CHF | 100.00% | 100.00% |
06.01.2025 | 0.43% | 2.12 CHF | 2.13 CHF | 500'000 | 500'000 | 499'999 | 500'000 | 1'158'930 CHF | 1'163'930 CHF | 99.71% | 99.71% |
30.12.2024 | 0.38% | 2.78 CHF | 2.79 CHF | 500'000 | 500'000 | 499'846 | 499'846 | 1'331'620 CHF | 1'336'620 CHF | 99.75% | 99.75% |