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 | 2.50% | 0.37 CHF | 0.38 CHF | 300'000 | 300'000 | 299'997 | 299'997 | 118'517 CHF | 121'517 CHF | 99.77% | 99.77% |
16.01.2025 | 1.69% | 0.51 CHF | 0.52 CHF | 300'000 | 300'000 | 299'822 | 299'822 | 176'362 CHF | 179'362 CHF | 100.00% | 100.00% |
15.01.2025 | 1.12% | 0.77 CHF | 0.78 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 266'953 CHF | 269'953 CHF | 99.85% | 99.85% |
13.01.2025 | 1.03% | 0.89 CHF | 0.90 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 290'209 CHF | 293'209 CHF | 100.00% | 100.00% |
10.01.2025 | 1.58% | 0.78 CHF | 0.79 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 189'692 CHF | 192'692 CHF | 99.63% | 99.63% |
09.01.2025 | 1.97% | 0.50 CHF | 0.51 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 151'781 CHF | 154'781 CHF | 100.00% | 100.00% |
08.01.2025 | 1.56% | 0.65 CHF | 0.66 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 192'891 CHF | 195'891 CHF | 99.36% | 99.36% |
07.01.2025 | 1.21% | 0.72 CHF | 0.73 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 247'861 CHF | 250'861 CHF | 100.00% | 100.00% |
06.01.2025 | 0.93% | 1.01 CHF | 1.02 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 323'381 CHF | 326'381 CHF | 99.83% | 99.83% |
30.12.2024 | 0.83% | 1.22 CHF | 1.23 CHF | 300'000 | 300'000 | 299'916 | 299'916 | 359'956 CHF | 362'956 CHF | 99.80% | 99.80% |