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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.01.2025 | 0.29% | 3.61 CHF | 3.62 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 1'544'230 CHF | 1'548'730 CHF | 100.00% | 100.00% |
10.01.2025 | 0.25% | 3.56 CHF | 3.57 CHF | 450'000 | 450'000 | 449'999 | 449'991 | 1'775'710 CHF | 1'780'180 CHF | 99.34% | 99.34% |
09.01.2025 | 0.25% | 4.04 CHF | 4.05 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 1'833'530 CHF | 1'838'030 CHF | 77.92% | 77.92% |
08.01.2025 | 0.25% | 4.01 CHF | 4.02 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 1'816'430 CHF | 1'820'930 CHF | 100.00% | 100.00% |
07.01.2025 | 0.24% | 4.21 CHF | 4.22 CHF | 450'000 | 450'000 | 449'948 | 449'837 | 1'896'470 CHF | 1'900'500 CHF | 99.92% | 99.92% |
06.01.2025 | 0.23% | 4.42 CHF | 4.43 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 1'935'410 CHF | 1'939'910 CHF | 99.91% | 99.91% |
30.12.2024 | 0.24% | 4.04 CHF | 4.05 CHF | 450'000 | 450'000 | 449'407 | 449'407 | 1'905'710 CHF | 1'910'210 CHF | 100.00% | 100.00% |
27.12.2024 | 0.22% | 4.37 CHF | 4.38 CHF | 450'000 | 450'000 | 449'971 | 449'999 | 2'077'880 CHF | 2'082'510 CHF | 100.00% | 100.00% |
23.12.2024 | 0.23% | 4.14 CHF | 4.15 CHF | 450'000 | 450'000 | 449'958 | 449'971 | 1'933'830 CHF | 1'938'380 CHF | 100.00% | 100.00% |
20.12.2024 | 0.26% | 4.38 CHF | 4.39 CHF | 450'000 | 450'000 | 449'999 | 449'976 | 1'724'140 CHF | 1'728'560 CHF | 100.00% | 100.00% |