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 |
---|---|---|---|---|---|---|---|---|---|---|---|
09/01/2025 | 2,49% | 0,91 CHF | 0,93 CHF | 5 000 | 5 000 | 5 195 | 5 195 | 4 721 CHF | 4 840 CHF | 78,12% | 78,12% |
08/01/2025 | 2,57% | 0,91 CHF | 0,94 CHF | 20 000 | 20 000 | 11 700 | 11 700 | 11 028 CHF | 11 317 CHF | 94,09% | 94,09% |
07/01/2025 | 2,57% | 0,89 CHF | 0,91 CHF | 20 000 | 20 000 | 11 874 | 11 874 | 10 544 CHF | 10 822 CHF | 86,31% | 86,31% |
06/01/2025 | 3,21% | 0,92 CHF | 0,95 CHF | 20 000 | 20 000 | 11 600 | 11 600 | 9 177 CHF | 9 467 CHF | 100,00% | 100,00% |
30/12/2024 | 2,95% | 0,93 CHF | 0,95 CHF | 20 000 | 20 000 | 11 599 | 11 599 | 10 768 CHF | 11 079 CHF | 100,00% | 100,00% |
27/12/2024 | 3,01% | 0,88 CHF | 0,90 CHF | 20 000 | 20 000 | 11 784 | 11 784 | 10 035 CHF | 10 337 CHF | 90,40% | 90,40% |
23/12/2024 | 3,35% | 0,80 CHF | 0,83 CHF | 20 000 | 20 000 | 11 614 | 11 614 | 9 072 CHF | 9 375 CHF | 99,14% | 99,14% |
20/12/2024 | 2,47% | 0,78 CHF | 0,81 CHF | 20 000 | 20 000 | 11 600 | 11 600 | 11 563 CHF | 11 857 CHF | 100,00% | 100,00% |
19/12/2024 | 4,99% | 0,96 CHF | 1,00 CHF | 20 000 | 20 000 | 11 600 | 11 600 | 10 441 CHF | 10 973 CHF | 100,00% | 100,00% |
18/12/2024 | 3,30% | 0,81 CHF | 0,84 CHF | 20 000 | 20 000 | 11 702 | 11 702 | 9 293 CHF | 9 599 CHF | 98,45% | 98,45% |