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 | 4.25% | 0.22 CHF | 0.23 CHF | 200'000 | 200'000 | 199'950 | 199'947 | 46'745 CHF | 48'745 CHF | 99.89% | 99.89% |
16.01.2025 | 2.15% | 0.47 CHF | 0.48 CHF | 200'000 | 200'000 | 199'884 | 199'884 | 92'620 CHF | 94'620 CHF | 100.00% | 100.00% |
15.01.2025 | 1.22% | 0.66 CHF | 0.67 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 165'652 CHF | 167'652 CHF | 99.83% | 99.83% |
13.01.2025 | 0.85% | 1.10 CHF | 1.11 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 235'458 CHF | 237'458 CHF | 100.00% | 100.00% |
10.01.2025 | 1.19% | 1.02 CHF | 1.03 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 168'467 CHF | 170'467 CHF | 99.62% | 99.62% |
09.01.2025 | 1.12% | 0.83 CHF | 0.84 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 177'543 CHF | 179'543 CHF | 100.00% | 100.00% |
08.01.2025 | 1.10% | 0.95 CHF | 0.96 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 182'220 CHF | 184'220 CHF | 99.37% | 99.37% |
07.01.2025 | 1.14% | 0.87 CHF | 0.88 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 175'066 CHF | 177'066 CHF | 100.00% | 100.00% |
06.01.2025 | 0.85% | 1.02 CHF | 1.03 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 237'995 CHF | 239'995 CHF | 99.81% | 99.81% |
30.12.2024 | 0.68% | 1.58 CHF | 1.59 CHF | 200'000 | 200'000 | 199'922 | 199'922 | 294'676 CHF | 296'676 CHF | 99.75% | 99.75% |