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 | 1.24% | 0.89 CHF | 0.90 CHF | 400'000 | 400'000 | 205'210 | 205'210 | 172'233 CHF | 174'291 CHF | 100.00% | 100.00% |
15.01.2025 | 1.02% | 0.90 CHF | 0.91 CHF | 400'000 | 400'000 | 211'363 | 211'363 | 205'839 CHF | 207'959 CHF | 99.86% | 99.86% |
13.01.2025 | 0.87% | 1.13 CHF | 1.14 CHF | 420'000 | 420'000 | 218'007 | 218'007 | 254'219 CHF | 256'404 CHF | 100.00% | 100.00% |
10.01.2025 | 0.94% | 1.13 CHF | 1.14 CHF | 420'000 | 420'000 | 217'078 | 217'078 | 237'733 CHF | 239'915 CHF | 99.75% | 99.75% |
09.01.2025 | 0.91% | 1.10 CHF | 1.11 CHF | 210'000 | 210'000 | 175'700 | 175'700 | 191'640 CHF | 193'398 CHF | 99.67% | 99.67% |
08.01.2025 | 0.94% | 1.07 CHF | 1.08 CHF | 420'000 | 420'000 | 218'503 | 218'503 | 236'402 CHF | 238'591 CHF | 100.00% | 100.00% |
07.01.2025 | 1.04% | 1.04 CHF | 1.05 CHF | 410'000 | 410'000 | 214'225 | 214'225 | 212'197 CHF | 214'344 CHF | 99.80% | 99.80% |
06.01.2025 | 1.17% | 0.91 CHF | 0.92 CHF | 400'000 | 400'000 | 208'020 | 208'020 | 180'368 CHF | 182'453 CHF | 100.00% | 100.00% |
30.12.2024 | 1.25% | 0.85 CHF | 0.86 CHF | 390'000 | 390'000 | 205'281 | 205'281 | 169'281 CHF | 171'338 CHF | 99.64% | 99.64% |
27.12.2024 | 1.69% | 0.72 CHF | 0.73 CHF | 380'000 | 380'000 | 193'108 | 193'108 | 121'246 CHF | 123'181 CHF | 100.00% | 100.00% |