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 | 6,83% | 0,38 CHF | 0,41 CHF | 5 000 | 5 000 | 5 195 | 5 195 | 1 981 CHF | 2 122 CHF | 78,12% | 78,12% |
08/01/2025 | 6,89% | 0,38 CHF | 0,40 CHF | 20 000 | 20 000 | 11 834 | 11 834 | 4 155 CHF | 4 449 CHF | 87,25% | 87,25% |
07/01/2025 | 5,38% | 0,40 CHF | 0,42 CHF | 20 000 | 20 000 | 11 925 | 11 925 | 4 761 CHF | 5 021 CHF | 85,22% | 85,22% |
06/01/2025 | 4,60% | 0,36 CHF | 0,39 CHF | 20 000 | 20 000 | 11 600 | 11 600 | 5 729 CHF | 6 007 CHF | 100,00% | 100,00% |
30/12/2024 | 6,69% | 0,37 CHF | 0,39 CHF | 20 000 | 20 000 | 11 937 | 11 937 | 4 216 CHF | 4 514 CHF | 82,81% | 82,81% |
27/12/2024 | 6,25% | 0,41 CHF | 0,44 CHF | 20 000 | 20 000 | 11 699 | 11 699 | 5 068 CHF | 5 397 CHF | 86,42% | 86,42% |
23/12/2024 | 5,22% | 0,49 CHF | 0,52 CHF | 20 000 | 20 000 | 11 614 | 11 614 | 5 862 CHF | 6 175 CHF | 99,14% | 99,14% |
20/12/2024 | 11,33% | 0,50 CHF | 0,53 CHF | 20 000 | 20 000 | 11 594 | 11 594 | 3 346 CHF | 3 647 CHF | 94,93% | 94,93% |
19/12/2024 | 12,21% | 0,31 CHF | 0,35 CHF | 20 000 | 20 000 | 11 600 | 11 600 | 4 241 CHF | 4 786 CHF | 100,00% | 100,00% |
18/12/2024 | 5,23% | 0,47 CHF | 0,50 CHF | 20 000 | 20 000 | 11 779 | 11 779 | 5 791 CHF | 6 103 CHF | 96,31% | 96,31% |