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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.01.2025 | 0.47% | 2.23 CHF | 2.24 CHF | 500'000 | 500'000 | 499'997 | 499'996 | 1'053'580 CHF | 1'058'580 CHF | 100.00% | 100.00% |
23.01.2025 | 0.43% | 2.23 CHF | 2.24 CHF | 500'000 | 500'000 | 497'298 | 497'264 | 1'165'570 CHF | 1'170'490 CHF | 100.00% | 100.00% |
22.01.2025 | 0.43% | 2.51 CHF | 2.52 CHF | 500'000 | 500'000 | 492'920 | 492'920 | 1'190'580 CHF | 1'195'570 CHF | 100.00% | 100.00% |
21.01.2025 | 0.34% | 2.86 CHF | 2.87 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'478'370 CHF | 1'483'370 CHF | 100.00% | 100.00% |
20.01.2025 | 0.33% | 2.94 CHF | 2.95 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'517'180 CHF | 1'522'180 CHF | 99.95% | 99.95% |
17.01.2025 | 0.31% | 3.11 CHF | 3.12 CHF | 500'000 | 500'000 | 499'868 | 499'868 | 1'592'220 CHF | 1'597'220 CHF | 100.00% | 100.00% |
16.01.2025 | 0.28% | 3.65 CHF | 3.66 CHF | 500'000 | 500'000 | 499'684 | 499'684 | 1'814'250 CHF | 1'819'250 CHF | 99.91% | 99.91% |
15.01.2025 | 0.27% | 3.63 CHF | 3.64 CHF | 500'000 | 500'000 | 491'592 | 491'592 | 1'929'510 CHF | 1'934'480 CHF | 99.94% | 99.94% |
13.01.2025 | 0.22% | 4.50 CHF | 4.51 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'295'900 CHF | 2'300'900 CHF | 100.00% | 100.00% |
10.01.2025 | 0.24% | 4.42 CHF | 4.43 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'086'090 CHF | 2'091'090 CHF | 99.78% | 99.78% |