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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.01.2025 | 2.23% | 0.43 CHF | 0.44 CHF | 1'000'000 | 1'000'000 | 593'106 | 593'106 | 268'850 CHF | 274'807 CHF | 100.00% | 100.00% |
15.01.2025 | 2.57% | 0.43 CHF | 0.44 CHF | 1'000'000 | 1'000'000 | 651'947 | 651'947 | 262'480 CHF | 269'033 CHF | 99.86% | 99.86% |
13.01.2025 | 2.90% | 0.37 CHF | 0.38 CHF | 1'000'000 | 1'000'000 | 657'679 | 657'679 | 232'003 CHF | 238'608 CHF | 100.00% | 100.00% |
10.01.2025 | 2.72% | 0.37 CHF | 0.38 CHF | 1'000'000 | 1'000'000 | 656'443 | 656'443 | 246'991 CHF | 253'608 CHF | 99.75% | 99.75% |
09.01.2025 | 2.63% | 0.37 CHF | 0.38 CHF | 740'000 | 740'000 | 620'076 | 620'076 | 232'418 CHF | 238'619 CHF | 99.67% | 99.67% |
08.01.2025 | 2.64% | 0.39 CHF | 0.40 CHF | 1'000'000 | 1'000'000 | 666'526 | 666'526 | 254'535 CHF | 261'215 CHF | 100.00% | 100.00% |
07.01.2025 | 2.44% | 0.40 CHF | 0.41 CHF | 1'000'000 | 1'000'000 | 632'177 | 632'177 | 260'057 CHF | 266'393 CHF | 99.80% | 99.80% |
06.01.2025 | 2.26% | 0.44 CHF | 0.45 CHF | 1'000'000 | 1'000'000 | 623'465 | 623'465 | 278'503 CHF | 284'756 CHF | 100.00% | 100.00% |
30.12.2024 | 2.15% | 0.47 CHF | 0.48 CHF | 1'000'000 | 1'000'000 | 587'025 | 587'025 | 278'527 CHF | 284'424 CHF | 99.63% | 99.63% |
27.12.2024 | 1.85% | 0.51 CHF | 0.52 CHF | 1'000'000 | 1'000'000 | 541'984 | 541'985 | 296'521 CHF | 301'964 CHF | 99.76% | 99.76% |