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 |
---|---|---|---|---|---|---|---|---|---|---|---|
04.02.2025 | 1.72% | 4.07 CHF | 4.14 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 80'933 CHF | 41'166 CHF | 100.00% | 100.00% |
03.02.2025 | 1.74% | 3.95 CHF | 4.02 CHF | 20'000 | 10'000 | 20'000 | 9'767 | 80'606 CHF | 40'084 CHF | 99.84% | 99.84% |
31.01.2025 | 1.79% | 3.80 CHF | 3.87 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 75'653 CHF | 38'508 CHF | 100.00% | 100.00% |
30.01.2025 | 1.74% | 3.87 CHF | 3.94 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 79'957 CHF | 40'679 CHF | 99.33% | 99.33% |
29.01.2025 | - | 4.07 CHF | 4.45 CHF | 20'000 | 5'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
28.01.2025 | 1.77% | 4.28 CHF | 4.36 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 86'279 CHF | 43'909 CHF | 100.00% | 100.00% |
27.01.2025 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
24.01.2025 | 1.78% | 4.10 CHF | 4.18 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 81'740 CHF | 41'604 CHF | 100.00% | 100.00% |
23.01.2025 | 1.76% | 4.17 CHF | 4.24 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 85'893 CHF | 43'708 CHF | 99.32% | 99.32% |
22.01.2025 | 2.07% | 4.51 CHF | 4.61 CHF | 15'330 | 7'500 | 14'540 | 7'500 | 68'649 CHF | 36'327 CHF | 100.00% | 100.00% |