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 | 3,53% | 0,75 CHF | 0,78 CHF | 5 000 | 5 000 | 5 195 | 5 195 | 3 904 CHF | 4 045 CHF | 78,12% | 78,12% |
08/01/2025 | 3,44% | 0,75 CHF | 0,77 CHF | 20 000 | 20 000 | 11 828 | 11 828 | 8 529 CHF | 8 825 CHF | 87,52% | 87,52% |
07/01/2025 | 3,32% | 0,77 CHF | 0,79 CHF | 20 000 | 20 000 | 11 874 | 11 874 | 9 073 CHF | 9 375 CHF | 86,31% | 86,31% |
06/01/2025 | 2,83% | 0,73 CHF | 0,75 CHF | 20 000 | 20 000 | 11 600 | 11 600 | 9 981 CHF | 10 275 CHF | 100,00% | 100,00% |
30/12/2024 | 3,26% | 0,73 CHF | 0,76 CHF | 20 000 | 20 000 | 11 599 | 11 599 | 8 412 CHF | 8 699 CHF | 100,00% | 100,00% |
27/12/2024 | 2,66% | 0,78 CHF | 0,80 CHF | 20 000 | 20 000 | 11 574 | 11 574 | 9 287 CHF | 9 542 CHF | 93,28% | 93,28% |
23/12/2024 | 2,63% | 0,86 CHF | 0,88 CHF | 20 000 | 20 000 | 11 614 | 11 614 | 10 108 CHF | 10 378 CHF | 99,14% | 99,14% |
20/12/2024 | 4,00% | 0,86 CHF | 0,89 CHF | 20 000 | 20 000 | 11 550 | 11 550 | 7 495 CHF | 7 777 CHF | 97,63% | 97,63% |
19/12/2024 | 5,91% | 0,67 CHF | 0,72 CHF | 20 000 | 20 000 | 11 600 | 11 600 | 8 464 CHF | 8 979 CHF | 100,00% | 100,00% |
18/12/2024 | 3,12% | 0,83 CHF | 0,86 CHF | 20 000 | 20 000 | 11 702 | 11 702 | 9 965 CHF | 10 281 CHF | 98,45% | 98,45% |