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 | 4.87% | 0.23 CHF | 0.24 CHF | 225'000 | 75'000 | 225'000 | 74'999 | 45'261 CHF | 15'837 CHF | 99.27% | 99.27% |
16.01.2025 | 8.48% | 0.14 CHF | 0.15 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 34'233 CHF | 12'411 CHF | 99.37% | 99.37% |
15.01.2025 | 11.91% | 0.11 CHF | 0.12 CHF | 300'000 | 100'000 | 428'564 | 142'855 | 34'151 CHF | 12'812 CHF | 99.22% | 99.22% |
13.01.2025 | 7.84% | 0.10 CHF | 0.11 CHF | 450'000 | 150'000 | 306'549 | 102'183 | 37'789 CHF | 13'618 CHF | 99.18% | 99.18% |
10.01.2025 | 4.64% | 0.19 CHF | 0.20 CHF | 225'000 | 75'000 | 225'372 | 75'124 | 47'860 CHF | 16'705 CHF | 99.36% | 99.36% |
09.01.2025 | 4.23% | 0.24 CHF | 0.25 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 52'227 CHF | 18'159 CHF | 99.37% | 99.37% |
08.01.2025 | 3.51% | 0.25 CHF | 0.26 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 63'352 CHF | 21'867 CHF | 99.36% | 99.36% |
07.01.2025 | 3.38% | 0.33 CHF | 0.34 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 65'773 CHF | 22'675 CHF | 87.78% | 87.78% |
06.01.2025 | 3.94% | 0.25 CHF | 0.26 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 56'428 CHF | 19'559 CHF | 99.36% | 99.36% |
30.12.2024 | 3.53% | 0.28 CHF | 0.29 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 62'718 CHF | 21'656 CHF | 95.09% | 95.09% |