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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.02.2025 | 0.35% | 2.84 CHF | 2.85 CHF | 125'000 | 125'000 | 124'927 | 124'927 | 360'630 CHF | 361'880 CHF | 99.90% | 99.90% |
26.02.2025 | 0.33% | 2.88 CHF | 2.89 CHF | 125'000 | 125'000 | 124'934 | 124'934 | 379'779 CHF | 381'029 CHF | 100.00% | 100.00% |
25.02.2025 | 0.37% | 2.55 CHF | 2.56 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 336'194 CHF | 337'444 CHF | 100.00% | 100.00% |
21.02.2025 | 0.34% | 2.90 CHF | 2.91 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 366'602 CHF | 367'852 CHF | 100.00% | 100.00% |
20.02.2025 | 0.32% | 3.10 CHF | 3.11 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 385'794 CHF | 387'044 CHF | 100.00% | 100.00% |
19.02.2025 | 0.33% | 2.95 CHF | 2.96 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 378'072 CHF | 379'322 CHF | 99.88% | 99.88% |
18.02.2025 | 0.33% | 2.89 CHF | 2.90 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 374'197 CHF | 375'447 CHF | 100.00% | 100.00% |
17.02.2025 | 0.32% | 3.05 CHF | 3.06 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 388'629 CHF | 389'879 CHF | 100.00% | 100.00% |
14.02.2025 | 0.28% | 3.26 CHF | 3.27 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 453'834 CHF | 455'084 CHF | 100.00% | 100.00% |
13.02.2025 | 0.28% | 3.66 CHF | 3.67 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 439'061 CHF | 440'311 CHF | 98.36% | 98.36% |