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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.01.2025 | 13.39% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 35'958 CHF | 40'958 CHF | 100.00% | 100.00% |
10.01.2025 | 4.12% | 0.15 CHF | 0.16 CHF | 330'000 | 330'000 | 330'000 | 329'999 | 80'835 CHF | 84'135 CHF | 99.60% | 99.60% |
09.01.2025 | 2.99% | 0.34 CHF | 0.35 CHF | 410'000 | 410'000 | 409'397 | 409'397 | 136'494 CHF | 140'594 CHF | 100.00% | 100.00% |
08.01.2025 | 4.20% | 0.24 CHF | 0.25 CHF | 470'000 | 470'000 | 466'975 | 466'975 | 114'522 CHF | 119'222 CHF | 99.36% | 99.36% |
07.01.2025 | 7.14% | 0.20 CHF | 0.21 CHF | 500'000 | 500'000 | 495'140 | 495'140 | 70'676 CHF | 75'676 CHF | 99.52% | 99.52% |
06.01.2025 | 13.64% | 0.08 CHF | 0.09 CHF | 500'000 | 500'000 | 499'930 | 499'930 | 35'391 CHF | 40'391 CHF | 99.91% | 99.91% |
30.12.2024 | 13.90% | 0.06 CHF | 0.07 CHF | 500'000 | 500'000 | 499'743 | 499'743 | 34'133 CHF | 39'133 CHF | 99.75% | 99.75% |
27.12.2024 | 15.34% | 0.07 CHF | 0.08 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 30'475 CHF | 35'475 CHF | 99.94% | 99.94% |
23.12.2024 | 20.17% | 0.05 CHF | 0.06 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 22'826 CHF | 27'840 CHF | 100.00% | 100.00% |
20.12.2024 | 35.00% | 0.04 CHF | 0.05 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 14'827 CHF | 20'915 CHF | 100.00% | 100.00% |