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 | 3.20% | 0.26 CHF | 0.27 CHF | 500'000 | 500'000 | 499'897 | 499'897 | 158'110 CHF | 163'110 CHF | 100.00% | 100.00% |
16.01.2025 | 1.43% | 0.72 CHF | 0.73 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 348'806 CHF | 353'806 CHF | 99.91% | 99.91% |
15.01.2025 | 1.14% | 0.68 CHF | 0.69 CHF | 500'000 | 500'000 | 491'609 | 491'610 | 465'870 CHF | 470'842 CHF | 99.94% | 99.94% |
13.01.2025 | 0.63% | 1.47 CHF | 1.48 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 786'096 CHF | 791'096 CHF | 100.00% | 100.00% |
10.01.2025 | 0.86% | 1.40 CHF | 1.41 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 584'839 CHF | 589'838 CHF | 99.78% | 99.78% |
09.01.2025 | 0.83% | 1.20 CHF | 1.21 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 602'724 CHF | 607'724 CHF | 100.00% | 100.00% |
08.01.2025 | 0.86% | 1.20 CHF | 1.21 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 582'008 CHF | 587'008 CHF | 99.71% | 99.71% |
07.01.2025 | 0.80% | 1.19 CHF | 1.20 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 625'526 CHF | 630'526 CHF | 100.00% | 100.00% |
06.01.2025 | 0.63% | 1.42 CHF | 1.43 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 803'265 CHF | 808'265 CHF | 99.59% | 99.59% |
30.12.2024 | 0.52% | 2.02 CHF | 2.03 CHF | 500'000 | 500'000 | 499'839 | 499'839 | 954'461 CHF | 959'461 CHF | 99.75% | 99.75% |