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 | 2,04% | 1,12 CHF | 1,14 CHF | 5 000 | 5 000 | 5 195 | 5 195 | 5 806 CHF | 5 927 CHF | 78,12% | 78,12% |
08/01/2025 | 2,36% | 1,11 CHF | 1,13 CHF | 20 000 | 20 000 | 11 828 | 11 828 | 12 826 CHF | 13 131 CHF | 87,52% | 87,52% |
07/01/2025 | 2,04% | 1,13 CHF | 1,15 CHF | 20 000 | 20 000 | 11 600 | 11 600 | 12 992 CHF | 13 258 CHF | 100,00% | 100,00% |
06/01/2025 | 1,99% | 1,09 CHF | 1,11 CHF | 20 000 | 20 000 | 11 600 | 11 600 | 14 162 CHF | 14 454 CHF | 100,00% | 100,00% |
30/12/2024 | 2,19% | 1,09 CHF | 1,12 CHF | 20 000 | 20 000 | 11 599 | 11 599 | 12 591 CHF | 12 875 CHF | 100,00% | 100,00% |
27/12/2024 | 1,99% | 1,14 CHF | 1,16 CHF | 20 000 | 20 000 | 11 574 | 11 574 | 13 427 CHF | 13 700 CHF | 93,28% | 93,28% |
23/12/2024 | 2,08% | 1,21 CHF | 1,24 CHF | 20 000 | 20 000 | 11 614 | 11 614 | 14 235 CHF | 14 534 CHF | 99,14% | 99,14% |
20/12/2024 | 2,63% | 1,22 CHF | 1,24 CHF | 20 000 | 20 000 | 11 624 | 11 624 | 11 675 CHF | 11 971 CHF | 98,93% | 98,93% |
19/12/2024 | 4,11% | 1,03 CHF | 1,07 CHF | 20 000 | 20 000 | 11 582 | 11 582 | 12 570 CHF | 13 095 CHF | 99,78% | 99,78% |
18/12/2024 | 1,92% | 1,19 CHF | 1,21 CHF | 20 000 | 20 000 | 11 702 | 11 702 | 14 134 CHF | 14 411 CHF | 98,49% | 98,49% |