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 | 2,25% | 1,00 CHF | 1,02 CHF | 5 000 | 5 000 | 5 195 | 5 195 | 5 187 CHF | 5 305 CHF | 78,12% | 78,12% |
08/01/2025 | 2,52% | 0,99 CHF | 1,02 CHF | 20 000 | 20 000 | 11 828 | 11 828 | 11 423 CHF | 11 718 CHF | 87,52% | 87,52% |
07/01/2025 | 2,18% | 1,01 CHF | 1,03 CHF | 20 000 | 20 000 | 11 600 | 11 600 | 11 620 CHF | 11 875 CHF | 100,00% | 100,00% |
06/01/2025 | 2,32% | 0,97 CHF | 1,00 CHF | 20 000 | 20 000 | 11 600 | 11 600 | 12 788 CHF | 13 091 CHF | 100,00% | 100,00% |
30/12/2024 | 2,46% | 0,98 CHF | 1,00 CHF | 20 000 | 20 000 | 11 599 | 11 599 | 11 217 CHF | 11 501 CHF | 100,00% | 100,00% |
27/12/2024 | 2,08% | 1,02 CHF | 1,04 CHF | 20 000 | 20 000 | 11 784 | 11 784 | 12 284 CHF | 12 549 CHF | 90,40% | 90,40% |
23/12/2024 | 2,04% | 1,10 CHF | 1,12 CHF | 20 000 | 20 000 | 11 614 | 11 614 | 12 895 CHF | 13 161 CHF | 99,14% | 99,14% |
20/12/2024 | 3,05% | 1,10 CHF | 1,13 CHF | 20 000 | 20 000 | 11 550 | 11 550 | 10 240 CHF | 10 539 CHF | 97,63% | 97,63% |
19/12/2024 | 4,69% | 0,91 CHF | 0,96 CHF | 20 000 | 20 000 | 11 600 | 11 600 | 11 226 CHF | 11 761 CHF | 100,00% | 100,00% |
18/12/2024 | 2,41% | 1,07 CHF | 1,10 CHF | 20 000 | 20 000 | 11 702 | 11 702 | 12 764 CHF | 13 075 CHF | 98,49% | 98,49% |