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 | 1.83% | 0.62 CHF | 0.63 CHF | 350'000 | 350'000 | 111'929 | 111'929 | 65'138 CHF | 66'263 CHF | 99.78% | 99.78% |
16.01.2025 | 1.63% | 0.62 CHF | 0.63 CHF | 340'000 | 340'000 | 108'967 | 108'967 | 69'413 CHF | 70'508 CHF | 99.88% | 99.88% |
15.01.2025 | 2.00% | 0.55 CHF | 0.56 CHF | 380'000 | 380'000 | 121'383 | 121'383 | 63'846 CHF | 65'067 CHF | 100.00% | 100.00% |
13.01.2025 | 1.98% | 0.53 CHF | 0.54 CHF | 360'000 | 360'000 | 115'021 | 115'021 | 62'180 CHF | 63'336 CHF | 100.00% | 100.00% |
10.01.2025 | 1.48% | 0.56 CHF | 0.57 CHF | 300'000 | 300'000 | 93'745 | 93'745 | 59'014 CHF | 59'956 CHF | 99.89% | 99.89% |
09.01.2025 | 1.37% | 0.72 CHF | 0.73 CHF | 60'000 | 60'000 | 43'867 | 43'867 | 31'799 CHF | 32'238 CHF | 100.00% | 100.00% |
08.01.2025 | 1.30% | 0.77 CHF | 0.78 CHF | 290'000 | 290'000 | 93'247 | 93'247 | 72'338 CHF | 73'272 CHF | 100.00% | 100.00% |
07.01.2025 | 1.32% | 0.75 CHF | 0.76 CHF | 280'000 | 280'000 | 91'562 | 91'562 | 70'127 CHF | 71'044 CHF | 100.00% | 100.00% |
06.01.2025 | 1.27% | 0.81 CHF | 0.82 CHF | 280'000 | 280'000 | 91'287 | 91'287 | 73'586 CHF | 74'501 CHF | 99.91% | 99.91% |
30.12.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 260'000 | 260'000 | 85'002 | 85'002 | 78'055 CHF | 78'909 CHF | 99.88% | 99.88% |