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 | 1.26% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 79'741 CHF | 80'732 CHF | 100.00% | 100.00% |
16.01.2025 | 0.80% | 1.29 CHF | 1.30 CHF | 100'000 | 100'000 | 99'062 | 99'058 | 125'140 CHF | 126'127 CHF | 100.00% | 100.00% |
15.01.2025 | 0.65% | 1.26 CHF | 1.27 CHF | 100'000 | 100'000 | 99'061 | 99'056 | 154'808 CHF | 155'793 CHF | 100.00% | 100.00% |
13.01.2025 | 0.45% | 2.14 CHF | 2.15 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 221'514 CHF | 222'506 CHF | 100.00% | 100.00% |
10.01.2025 | 0.56% | 2.05 CHF | 2.06 CHF | 100'000 | 100'000 | 99'064 | 99'064 | 178'821 CHF | 179'813 CHF | 100.00% | 100.00% |
09.01.2025 | 0.54% | 1.85 CHF | 1.86 CHF | 100'000 | 100'000 | 99'802 | 99'802 | 184'120 CHF | 185'118 CHF | 100.00% | 100.00% |
08.01.2025 | 0.56% | 1.85 CHF | 1.86 CHF | 100'000 | 100'000 | 99'064 | 99'064 | 177'674 CHF | 178'666 CHF | 100.00% | 100.00% |
07.01.2025 | 0.53% | 1.85 CHF | 1.86 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 189'827 CHF | 190'818 CHF | 100.00% | 100.00% |
06.01.2025 | 0.44% | 2.10 CHF | 2.11 CHF | 100'000 | 100'000 | 99'062 | 99'057 | 228'372 CHF | 229'352 CHF | 99.99% | 99.99% |
30.12.2024 | 0.38% | 2.79 CHF | 2.80 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 265'101 CHF | 266'093 CHF | 100.00% | 100.00% |