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 | 1.65% | 0.61 CHF | 0.62 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 90'535 CHF | 92'035 CHF | 99.65% | 99.65% |
15.01.2025 | 1.04% | 0.70 CHF | 0.71 CHF | 150'000 | 150'000 | 110'137 | 110'137 | 104'941 CHF | 106'042 CHF | 89.27% | 89.27% |
13.01.2025 | 0.77% | 1.33 CHF | 1.34 CHF | 100'000 | 100'000 | 100'405 | 100'405 | 130'134 CHF | 131'138 CHF | 99.96% | 99.96% |
10.01.2025 | 1.14% | 1.19 CHF | 1.20 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 109'518 CHF | 110'768 CHF | 79.85% | 79.85% |
09.01.2025 | 1.15% | 0.86 CHF | 0.87 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 107'976 CHF | 109'226 CHF | 100.00% | 100.00% |
08.01.2025 | 1.23% | 0.87 CHF | 0.88 CHF | 125'000 | 125'000 | 136'531 | 136'531 | 110'053 CHF | 111'418 CHF | 97.94% | 97.94% |
07.01.2025 | 1.67% | 0.72 CHF | 0.73 CHF | 150'000 | 150'000 | 172'716 | 172'716 | 102'607 CHF | 104'334 CHF | 96.36% | 96.36% |
06.01.2025 | 1.71% | 0.53 CHF | 0.54 CHF | 200'000 | 200'000 | 176'094 | 176'094 | 102'310 CHF | 104'071 CHF | 99.51% | 99.51% |
30.12.2024 | 1.28% | 0.92 CHF | 0.93 CHF | 125'000 | 125'000 | 142'552 | 142'552 | 111'559 CHF | 112'985 CHF | 97.48% | 97.48% |
27.12.2024 | 1.59% | 0.82 CHF | 0.83 CHF | 150'000 | 150'000 | 175'615 | 175'615 | 110'171 CHF | 111'927 CHF | 99.93% | 99.93% |