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 | 2.55% | 0.33 CHF | 0.34 CHF | 500'000 | 500'000 | 499'911 | 499'895 | 197'298 CHF | 202'291 CHF | 100.00% | 100.00% |
16.01.2025 | 1.28% | 0.80 CHF | 0.81 CHF | 500'000 | 500'000 | 500'000 | 499'997 | 389'366 CHF | 394'364 CHF | 99.90% | 99.90% |
15.01.2025 | 1.04% | 0.76 CHF | 0.77 CHF | 500'000 | 500'000 | 491'635 | 491'637 | 506'636 CHF | 511'611 CHF | 99.93% | 99.93% |
13.01.2025 | 0.60% | 1.56 CHF | 1.57 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 828'869 CHF | 833'869 CHF | 100.00% | 100.00% |
10.01.2025 | 0.80% | 1.48 CHF | 1.49 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 626'662 CHF | 631'662 CHF | 99.79% | 99.79% |
09.01.2025 | 0.77% | 1.29 CHF | 1.30 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 644'695 CHF | 649'695 CHF | 100.00% | 100.00% |
08.01.2025 | 0.81% | 1.29 CHF | 1.30 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 623'667 CHF | 628'667 CHF | 99.71% | 99.71% |
07.01.2025 | 0.75% | 1.27 CHF | 1.28 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 667'674 CHF | 672'674 CHF | 100.00% | 100.00% |
06.01.2025 | 0.59% | 1.50 CHF | 1.51 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 846'119 CHF | 851'118 CHF | 99.70% | 99.70% |
30.12.2024 | 0.50% | 2.11 CHF | 2.12 CHF | 500'000 | 500'000 | 499'839 | 499'839 | 997'862 CHF | 1'002'860 CHF | 99.74% | 99.74% |