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 |
---|---|---|---|---|---|---|---|---|---|---|---|
06.01.2025 | 1.19% | 0.80 CHF | 0.81 CHF | 400'000 | 400'000 | 208'248 | 208'248 | 177'715 CHF | 179'803 CHF | 99.87% | 99.87% |
30.12.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 390'000 | 390'000 | 205'346 | 205'346 | 184'990 CHF | 187'049 CHF | 99.61% | 99.61% |
27.12.2024 | 0.91% | 1.00 CHF | 1.01 CHF | 380'000 | 380'000 | 193'282 | 193'282 | 212'153 CHF | 214'089 CHF | 99.77% | 99.77% |
23.12.2024 | 1.04% | 0.99 CHF | 1.00 CHF | 390'000 | 390'000 | 202'035 | 202'035 | 195'231 CHF | 197'256 CHF | 99.98% | 99.98% |
20.12.2024 | 1.14% | 1.07 CHF | 1.08 CHF | 380'000 | 380'000 | 206'172 | 206'172 | 189'834 CHF | 191'901 CHF | 99.82% | 99.82% |
19.12.2024 | 0.88% | 1.03 CHF | 1.04 CHF | 380'000 | 380'000 | 194'997 | 194'997 | 223'053 CHF | 225'010 CHF | 99.18% | 99.18% |
18.12.2024 | 0.77% | 1.38 CHF | 1.39 CHF | 350'000 | 350'000 | 186'652 | 186'652 | 248'115 CHF | 249'989 CHF | 99.72% | 99.72% |
17.12.2024 | 0.74% | 1.40 CHF | 1.41 CHF | 350'000 | 350'000 | 180'505 | 180'505 | 248'433 CHF | 250'241 CHF | 100.00% | 100.00% |
16.12.2024 | 0.96% | 1.20 CHF | 1.21 CHF | 370'000 | 370'000 | 197'625 | 197'625 | 213'135 CHF | 215'119 CHF | 100.00% | 100.00% |
13.12.2024 | 1.14% | 0.91 CHF | 0.92 CHF | 400'000 | 400'000 | 206'625 | 206'625 | 188'651 CHF | 190'736 CHF | 100.00% | 100.00% |