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 | 8.27% | 0.12 CHF | 0.13 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 29'022 CHF | 12'609 CHF | 99.37% | 99.37% |
16.01.2025 | 6.98% | 0.13 CHF | 0.14 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 34'757 CHF | 14'903 CHF | 99.38% | 99.38% |
15.01.2025 | 5.57% | 0.15 CHF | 0.16 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 43'871 CHF | 18'549 CHF | 99.38% | 99.38% |
13.01.2025 | 3.88% | 0.23 CHF | 0.24 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 63'379 CHF | 26'352 CHF | 99.38% | 99.38% |
10.01.2025 | 4.73% | 0.23 CHF | 0.24 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 51'882 CHF | 21'753 CHF | 99.37% | 99.37% |
09.01.2025 | 5.63% | 0.19 CHF | 0.20 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 43'321 CHF | 18'329 CHF | 99.38% | 99.38% |
08.01.2025 | 6.77% | 0.15 CHF | 0.16 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 35'934 CHF | 15'374 CHF | 99.38% | 99.38% |
07.01.2025 | 5.58% | 0.15 CHF | 0.16 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 44'234 CHF | 18'694 CHF | 99.18% | 99.18% |
06.01.2025 | 4.28% | 0.21 CHF | 0.22 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 57'352 CHF | 23'941 CHF | 99.36% | 99.36% |
30.12.2024 | 4.01% | 0.24 CHF | 0.25 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 61'115 CHF | 25'446 CHF | 94.72% | 94.72% |