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 | 7,83% | 0,32 CHF | 0,35 CHF | 5 000 | 5 000 | 5 195 | 5 195 | 1 665 CHF | 1 800 CHF | 78,12% | 78,12% |
08/01/2025 | 7,94% | 0,31 CHF | 0,34 CHF | 20 000 | 20 000 | 11 834 | 11 834 | 3 434 CHF | 3 719 CHF | 87,25% | 87,25% |
07/01/2025 | 7,31% | 0,34 CHF | 0,36 CHF | 20 000 | 20 000 | 11 925 | 11 925 | 4 005 CHF | 4 300 CHF | 85,22% | 85,22% |
06/01/2025 | 5,29% | 0,30 CHF | 0,32 CHF | 20 000 | 20 000 | 11 600 | 11 600 | 5 021 CHF | 5 302 CHF | 100,00% | 100,00% |
30/12/2024 | 8,34% | 0,31 CHF | 0,33 CHF | 20 000 | 20 000 | 11 937 | 11 937 | 3 485 CHF | 3 792 CHF | 82,81% | 82,81% |
27/12/2024 | 7,26% | 0,35 CHF | 0,38 CHF | 20 000 | 20 000 | 11 646 | 11 646 | 4 346 CHF | 4 677 CHF | 90,43% | 90,43% |
23/12/2024 | 5,80% | 0,43 CHF | 0,46 CHF | 20 000 | 20 000 | 11 614 | 11 614 | 5 163 CHF | 5 471 CHF | 99,14% | 99,14% |
20/12/2024 | 16,08% | 0,44 CHF | 0,47 CHF | 20 000 | 20 000 | 11 594 | 11 594 | 2 650 CHF | 2 950 CHF | 94,93% | 94,93% |
19/12/2024 | 14,48% | 0,25 CHF | 0,29 CHF | 20 000 | 20 000 | 11 600 | 11 600 | 3 543 CHF | 4 089 CHF | 100,00% | 100,00% |
18/12/2024 | 5,93% | 0,41 CHF | 0,44 CHF | 20 000 | 20 000 | 11 779 | 11 779 | 5 085 CHF | 5 397 CHF | 96,31% | 96,31% |