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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.01.2025 | 4.94% | 0.21 CHF | 0.22 CHF | 1'000'000 | 1'000'000 | 720'619 | 720'619 | 147'510 CHF | 154'746 CHF | 100.00% | 100.00% |
10.01.2025 | 4.47% | 0.22 CHF | 0.23 CHF | 1'000'000 | 1'000'000 | 716'916 | 716'916 | 162'164 CHF | 169'392 CHF | 99.75% | 99.75% |
09.01.2025 | 4.36% | 0.22 CHF | 0.23 CHF | 840'000 | 840'000 | 703'741 | 703'741 | 158'091 CHF | 165'129 CHF | 99.67% | 99.67% |
08.01.2025 | 4.25% | 0.24 CHF | 0.25 CHF | 1'000'000 | 1'000'000 | 729'052 | 729'052 | 171'212 CHF | 178'520 CHF | 100.00% | 100.00% |
07.01.2025 | 3.80% | 0.25 CHF | 0.26 CHF | 1'000'000 | 1'000'000 | 680'718 | 680'718 | 178'262 CHF | 185'086 CHF | 99.80% | 99.80% |
06.01.2025 | 3.45% | 0.28 CHF | 0.29 CHF | 1'000'000 | 1'000'000 | 674'194 | 674'194 | 196'852 CHF | 203'614 CHF | 100.00% | 100.00% |
30.12.2024 | 3.12% | 0.31 CHF | 0.32 CHF | 1'000'000 | 1'000'000 | 614'785 | 614'785 | 198'992 CHF | 205'169 CHF | 99.63% | 99.63% |
27.12.2024 | 2.57% | 0.36 CHF | 0.37 CHF | 1'000'000 | 1'000'000 | 558'616 | 558'616 | 218'797 CHF | 224'409 CHF | 100.00% | 100.00% |
23.12.2024 | 2.84% | 0.36 CHF | 0.37 CHF | 1'000'000 | 1'000'000 | 620'652 | 620'652 | 221'175 CHF | 227'408 CHF | 99.95% | 99.95% |
20.12.2024 | 2.93% | 0.40 CHF | 0.41 CHF | 1'000'000 | 1'000'000 | 613'534 | 613'534 | 216'392 CHF | 222'555 CHF | 99.49% | 99.49% |