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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20.01.2025 | 0.42% | 2.48 CHF | 2.49 CHF | 250'000 | 250'000 | 445'349 | 445'349 | 1'054'780 CHF | 1'059'230 CHF | 99.83% | 99.83% |
17.01.2025 | 0.50% | 2.33 CHF | 2.34 CHF | 500'000 | 500'000 | 499'846 | 499'846 | 999'326 CHF | 1'004'330 CHF | 99.89% | 99.89% |
16.01.2025 | 0.48% | 2.04 CHF | 2.05 CHF | 500'000 | 500'000 | 499'716 | 499'716 | 1'044'120 CHF | 1'049'120 CHF | 100.00% | 100.00% |
15.01.2025 | 0.72% | 1.88 CHF | 1.89 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 714'916 CHF | 719'916 CHF | 99.63% | 99.63% |
13.01.2025 | 1.09% | 0.91 CHF | 0.92 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 459'502 CHF | 464'502 CHF | 100.00% | 100.00% |
10.01.2025 | 0.60% | 1.22 CHF | 1.23 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 849'089 CHF | 854'089 CHF | 99.63% | 99.63% |
09.01.2025 | 0.54% | 1.84 CHF | 1.85 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 921'103 CHF | 926'103 CHF | 77.94% | 77.94% |
08.01.2025 | 0.51% | 1.91 CHF | 1.92 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 978'600 CHF | 983'600 CHF | 100.00% | 100.00% |
07.01.2025 | 0.39% | 2.22 CHF | 2.23 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'282'180 CHF | 1'287'180 CHF | 100.00% | 100.00% |
06.01.2025 | 0.39% | 2.84 CHF | 2.85 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'280'560 CHF | 1'285'560 CHF | 99.90% | 99.90% |