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 |
---|---|---|---|---|---|---|---|---|---|---|---|
06.01.2025 | 0.89% | 1.14 CHF | 1.15 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 278'360 CHF | 280'860 CHF | 99.89% | 99.89% |
30.12.2024 | 0.77% | 1.44 CHF | 1.45 CHF | 250'000 | 250'000 | 249'895 | 249'895 | 328'509 CHF | 331'009 CHF | 100.00% | 100.00% |
27.12.2024 | 1.09% | 0.87 CHF | 0.88 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 228'084 CHF | 230'584 CHF | 100.00% | 100.00% |
23.12.2024 | 1.08% | 0.83 CHF | 0.84 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 230'598 CHF | 233'098 CHF | 99.14% | 99.14% |
20.12.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 210'501 CHF | 213'001 CHF | 100.00% | 100.00% |
19.12.2024 | 1.41% | 0.75 CHF | 0.76 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 176'293 CHF | 178'793 CHF | 99.99% | 99.99% |
18.12.2024 | 1.65% | 0.64 CHF | 0.65 CHF | 250'000 | 250'000 | 249'844 | 249'844 | 150'574 CHF | 153'074 CHF | 100.00% | 100.00% |
17.12.2024 | 2.18% | 0.41 CHF | 0.42 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 114'510 CHF | 117'010 CHF | 100.00% | 100.00% |
16.12.2024 | 2.24% | 0.49 CHF | 0.50 CHF | 250'000 | 250'000 | 249'791 | 249'791 | 110'601 CHF | 113'101 CHF | 100.00% | 100.00% |
13.12.2024 | 1.53% | 0.58 CHF | 0.59 CHF | 250'000 | 250'000 | 249'737 | 249'737 | 163'352 CHF | 165'852 CHF | 100.00% | 100.00% |