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 | 3,04% | 0,86 CHF | 0,89 CHF | 5 000 | 5 000 | 5 195 | 5 195 | 4 472 CHF | 4 610 CHF | 78,12% | 78,12% |
08/01/2025 | 2,82% | 0,86 CHF | 0,88 CHF | 20 000 | 20 000 | 11 828 | 11 828 | 9 822 CHF | 10 105 CHF | 87,52% | 87,52% |
07/01/2025 | 3,03% | 0,88 CHF | 0,90 CHF | 20 000 | 20 000 | 11 874 | 11 874 | 10 357 CHF | 10 672 CHF | 86,31% | 86,31% |
06/01/2025 | 2,55% | 0,84 CHF | 0,86 CHF | 20 000 | 20 000 | 11 600 | 11 600 | 11 232 CHF | 11 528 CHF | 100,00% | 100,00% |
30/12/2024 | 2,75% | 0,84 CHF | 0,87 CHF | 20 000 | 20 000 | 11 599 | 11 599 | 9 673 CHF | 9 950 CHF | 100,00% | 100,00% |
27/12/2024 | 2,73% | 0,88 CHF | 0,91 CHF | 20 000 | 20 000 | 11 784 | 11 784 | 10 698 CHF | 10 996 CHF | 90,40% | 90,40% |
23/12/2024 | 2,60% | 0,96 CHF | 0,99 CHF | 20 000 | 20 000 | 11 614 | 11 614 | 11 332 CHF | 11 629 CHF | 99,14% | 99,14% |
20/12/2024 | 3,76% | 0,97 CHF | 0,99 CHF | 20 000 | 20 000 | 11 550 | 11 550 | 8 709 CHF | 9 016 CHF | 97,63% | 97,63% |
19/12/2024 | 5,40% | 0,78 CHF | 0,82 CHF | 20 000 | 20 000 | 11 600 | 11 600 | 9 691 CHF | 10 225 CHF | 100,00% | 100,00% |
18/12/2024 | 2,62% | 0,94 CHF | 0,96 CHF | 20 000 | 20 000 | 11 702 | 11 702 | 11 222 CHF | 11 520 CHF | 98,45% | 98,45% |