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 | 2,60% | 0,99 CHF | 1,01 CHF | 5 000 | 5 000 | 5 195 | 5 195 | 5 109 CHF | 5 244 CHF | 78,12% | 78,12% |
08/01/2025 | 2,65% | 0,98 CHF | 1,00 CHF | 20 000 | 20 000 | 11 700 | 11 700 | 11 113 CHF | 11 408 CHF | 94,09% | 94,09% |
07/01/2025 | 2,62% | 1,00 CHF | 1,02 CHF | 20 000 | 20 000 | 11 600 | 11 600 | 11 445 CHF | 11 743 CHF | 100,00% | 100,00% |
06/01/2025 | 2,25% | 0,96 CHF | 0,98 CHF | 20 000 | 20 000 | 11 600 | 11 600 | 12 648 CHF | 12 942 CHF | 100,00% | 100,00% |
30/12/2024 | 2,48% | 0,96 CHF | 0,99 CHF | 20 000 | 20 000 | 11 599 | 11 599 | 11 078 CHF | 11 363 CHF | 100,00% | 100,00% |
27/12/2024 | 2,24% | 1,00 CHF | 1,03 CHF | 20 000 | 20 000 | 11 574 | 11 574 | 11 921 CHF | 12 195 CHF | 93,28% | 93,28% |
23/12/2024 | 2,26% | 1,08 CHF | 1,11 CHF | 20 000 | 20 000 | 11 614 | 11 614 | 12 739 CHF | 13 031 CHF | 99,14% | 99,14% |
20/12/2024 | 3,21% | 1,09 CHF | 1,12 CHF | 20 000 | 20 000 | 11 550 | 11 550 | 10 096 CHF | 10 402 CHF | 97,63% | 97,63% |
19/12/2024 | 4,77% | 0,90 CHF | 0,94 CHF | 20 000 | 20 000 | 11 582 | 11 582 | 11 067 CHF | 11 603 CHF | 99,78% | 99,78% |
18/12/2024 | 2,32% | 1,06 CHF | 1,08 CHF | 20 000 | 20 000 | 11 702 | 11 702 | 12 624 CHF | 12 921 CHF | 98,49% | 98,49% |