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 | 1,59% | 1,53 CHF | 1,55 CHF | 5 000 | 5 000 | 5 195 | 5 195 | 7 932 CHF | 8 058 CHF | 78,12% | 78,12% |
08/01/2025 | 1,61% | 1,53 CHF | 1,56 CHF | 20 000 | 20 000 | 11 828 | 11 828 | 18 423 CHF | 18 725 CHF | 87,52% | 87,52% |
07/01/2025 | 1,61% | 1,50 CHF | 1,53 CHF | 20 000 | 20 000 | 11 600 | 11 600 | 17 516 CHF | 17 801 CHF | 100,00% | 100,00% |
06/01/2025 | 1,79% | 1,54 CHF | 1,56 CHF | 20 000 | 20 000 | 11 600 | 11 600 | 16 303 CHF | 16 594 CHF | 99,99% | 99,99% |
30/12/2024 | 1,49% | 1,54 CHF | 1,57 CHF | 20 000 | 20 000 | 11 599 | 11 599 | 17 928 CHF | 18 199 CHF | 100,00% | 100,00% |
27/12/2024 | 1,50% | 1,49 CHF | 1,52 CHF | 20 000 | 20 000 | 11 574 | 11 574 | 16 974 CHF | 17 234 CHF | 93,28% | 93,28% |
23/12/2024 | 1,78% | 1,41 CHF | 1,44 CHF | 20 000 | 20 000 | 11 614 | 11 614 | 16 191 CHF | 16 483 CHF | 99,14% | 99,14% |
20/12/2024 | 1,55% | 1,39 CHF | 1,42 CHF | 20 000 | 20 000 | 11 600 | 11 600 | 18 643 CHF | 18 940 CHF | 100,00% | 100,00% |
19/12/2024 | 2,80% | 1,57 CHF | 1,62 CHF | 20 000 | 20 000 | 11 600 | 11 600 | 17 561 CHF | 18 062 CHF | 100,00% | 100,00% |
18/12/2024 | 1,87% | 1,42 CHF | 1,45 CHF | 20 000 | 20 000 | 11 702 | 11 702 | 16 431 CHF | 16 737 CHF | 98,49% | 98,49% |