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 | 1.35% | 0.64 CHF | 0.65 CHF | 500'000 | 500'000 | 499'981 | 500'000 | 370'750 CHF | 375'765 CHF | 100.00% | 100.00% |
10.01.2025 | 2.87% | 0.57 CHF | 0.58 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 178'777 CHF | 183'777 CHF | 99.78% | 99.78% |
09.01.2025 | 2.50% | 0.39 CHF | 0.40 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 200'309 CHF | 205'309 CHF | 100.00% | 100.00% |
08.01.2025 | 3.02% | 0.41 CHF | 0.42 CHF | 500'000 | 500'000 | 499'997 | 499'999 | 184'490 CHF | 189'490 CHF | 98.23% | 99.72% |
07.01.2025 | 2.28% | 0.39 CHF | 0.40 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 223'278 CHF | 228'278 CHF | 100.00% | 100.00% |
06.01.2025 | 1.30% | 0.61 CHF | 0.62 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 392'579 CHF | 397'579 CHF | 99.61% | 99.61% |
30.12.2024 | 0.94% | 1.18 CHF | 1.19 CHF | 500'000 | 500'000 | 499'839 | 499'839 | 537'517 CHF | 542'517 CHF | 99.75% | 99.75% |
27.12.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 500'000 | 500'000 | 499'998 | 499'998 | 512'057 CHF | 517'057 CHF | 98.98% | 98.98% |