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 | 2,30% | 1,08 CHF | 1,11 CHF | 5 000 | 5 000 | 5 195 | 5 195 | 5 638 CHF | 5 768 CHF | 78,12% | 78,12% |
08/01/2025 | 2,26% | 1,09 CHF | 1,12 CHF | 20 000 | 20 000 | 11 828 | 11 828 | 13 205 CHF | 13 507 CHF | 87,52% | 87,52% |
07/01/2025 | 2,17% | 1,06 CHF | 1,09 CHF | 20 000 | 20 000 | 11 600 | 11 600 | 12 435 CHF | 12 709 CHF | 100,00% | 100,00% |
06/01/2025 | 2,74% | 1,10 CHF | 1,13 CHF | 20 000 | 20 000 | 11 600 | 11 600 | 11 222 CHF | 11 522 CHF | 100,00% | 100,00% |
30/12/2024 | 2,42% | 1,10 CHF | 1,13 CHF | 20 000 | 20 000 | 11 599 | 11 599 | 12 842 CHF | 13 147 CHF | 100,00% | 100,00% |
27/12/2024 | 2,77% | 1,06 CHF | 1,08 CHF | 20 000 | 20 000 | 11 574 | 11 574 | 11 898 CHF | 12 226 CHF | 93,28% | 93,28% |
23/12/2024 | 2,66% | 0,98 CHF | 1,00 CHF | 20 000 | 20 000 | 11 614 | 11 614 | 11 143 CHF | 11 440 CHF | 99,14% | 99,14% |
20/12/2024 | 1,89% | 0,96 CHF | 0,98 CHF | 20 000 | 20 000 | 11 600 | 11 600 | 13 636 CHF | 13 902 CHF | 100,00% | 100,00% |
19/12/2024 | 4,28% | 1,14 CHF | 1,18 CHF | 20 000 | 20 000 | 11 600 | 11 600 | 12 505 CHF | 13 048 CHF | 100,00% | 100,00% |
18/12/2024 | 2,72% | 0,99 CHF | 1,02 CHF | 20 000 | 20 000 | 11 702 | 11 702 | 11 373 CHF | 11 683 CHF | 98,49% | 98,49% |