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 | 1,78% | 1,34 CHF | 1,36 CHF | 5 000 | 5 000 | 5 195 | 5 195 | 6 947 CHF | 7 071 CHF | 78,12% | 78,12% |
08/01/2025 | 1,83% | 1,34 CHF | 1,37 CHF | 20 000 | 20 000 | 11 828 | 11 828 | 16 177 CHF | 16 478 CHF | 87,52% | 87,52% |
07/01/2025 | 1,75% | 1,31 CHF | 1,34 CHF | 20 000 | 20 000 | 11 600 | 11 600 | 15 330 CHF | 15 603 CHF | 100,00% | 100,00% |
06/01/2025 | 2,12% | 1,35 CHF | 1,38 CHF | 20 000 | 20 000 | 11 600 | 11 600 | 14 105 CHF | 14 401 CHF | 100,00% | 100,00% |
30/12/2024 | 1,69% | 1,35 CHF | 1,38 CHF | 20 000 | 20 000 | 11 599 | 11 599 | 15 723 CHF | 15 994 CHF | 100,00% | 100,00% |
27/12/2024 | 1,77% | 1,30 CHF | 1,33 CHF | 20 000 | 20 000 | 11 574 | 11 574 | 14 775 CHF | 15 041 CHF | 93,28% | 93,28% |
23/12/2024 | 2,07% | 1,22 CHF | 1,25 CHF | 20 000 | 20 000 | 11 614 | 11 614 | 13 987 CHF | 14 281 CHF | 99,14% | 99,14% |
20/12/2024 | 1,79% | 1,20 CHF | 1,23 CHF | 20 000 | 20 000 | 11 600 | 11 600 | 16 441 CHF | 16 742 CHF | 100,00% | 100,00% |
19/12/2024 | 3,20% | 1,38 CHF | 1,43 CHF | 20 000 | 20 000 | 11 582 | 11 582 | 15 330 CHF | 15 831 CHF | 99,78% | 99,78% |
18/12/2024 | 2,15% | 1,23 CHF | 1,26 CHF | 20 000 | 20 000 | 11 702 | 11 702 | 14 210 CHF | 14 514 CHF | 98,49% | 98,49% |