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 | 0.95% | 1.07 CHF | 1.08 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 1'045'270 CHF | 633'159 CHF | 80.10% | 80.10% |
30.12.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 996'416 CHF | 603'850 CHF | 94.61% | 94.61% |
27.12.2024 | 1.02% | 1.01 CHF | 1.02 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 979'155 CHF | 593'493 CHF | 99.37% | 99.37% |
23.12.2024 | 1.09% | 0.93 CHF | 0.94 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 912'879 CHF | 553'727 CHF | 99.15% | 99.15% |
20.12.2024 | 1.22% | 0.86 CHF | 0.87 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 816'322 CHF | 495'794 CHF | 99.16% | 99.16% |