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 | 5.59% | 0.13 CHF | 0.14 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 181'782 CHF | 191'782 CHF | 99.71% | 99.71% |
30.12.2024 | 2.86% | 0.40 CHF | 0.41 CHF | 1'000'000 | 1'000'000 | 999'433 | 999'433 | 350'436 CHF | 360'436 CHF | 99.76% | 99.76% |
27.12.2024 | 2.84% | 0.33 CHF | 0.34 CHF | 860'000 | 860'000 | 859'847 | 859'847 | 299'700 CHF | 308'300 CHF | 96.54% | 96.54% |
23.12.2024 | 2.38% | 0.45 CHF | 0.46 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 416'721 CHF | 426'721 CHF | 100.00% | 100.00% |
20.12.2024 | 2.56% | 0.42 CHF | 0.43 CHF | 1'000'000 | 1'000'000 | 878'403 | 878'403 | 530'131 CHF | 539'455 CHF | 99.30% | 99.30% |
19.12.2024 | 2.82% | 0.43 CHF | 0.44 CHF | 1'000'000 | 1'000'000 | 939'005 | 939'005 | 332'123 CHF | 341'513 CHF | 98.76% | 98.76% |
18.12.2024 | 4.56% | 0.22 CHF | 0.23 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 214'636 CHF | 224'636 CHF | 100.00% | 100.00% |
17.12.2024 | 4.37% | 0.24 CHF | 0.25 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 224'426 CHF | 234'426 CHF | 99.37% | 99.37% |
16.12.2024 | 4.48% | 0.23 CHF | 0.24 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 218'512 CHF | 228'512 CHF | 99.42% | 99.42% |
13.12.2024 | 5.62% | 0.21 CHF | 0.22 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 173'721 CHF | 183'721 CHF | 100.00% | 100.00% |