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 | 4.71% | 0.11 CHF | 0.11 CHF | 2'371'600 | 2'371'600 | 2'371'600 | 2'371'600 | 245'947 CHF | 257'805 CHF | 100.00% | 100.00% |
26.02.2025 | 5.34% | 0.10 CHF | 0.11 CHF | 2'097'100 | 2'097'100 | 2'097'100 | 2'097'100 | 193'197 CHF | 203'683 CHF | 100.00% | 100.00% |
25.02.2025 | 4.26% | 0.12 CHF | 0.13 CHF | 2'247'200 | 2'247'200 | 2'247'200 | 2'247'200 | 258'628 CHF | 269'864 CHF | 100.00% | 100.00% |
21.02.2025 | 4.71% | 0.11 CHF | 0.11 CHF | 2'699'400 | 2'699'400 | 2'699'400 | 2'699'400 | 280'085 CHF | 293'582 CHF | 100.00% | 100.00% |
20.02.2025 | 5.03% | 0.10 CHF | 0.10 CHF | 2'438'700 | 2'438'700 | 2'438'700 | 2'438'700 | 236'770 CHF | 248'963 CHF | 100.00% | 100.00% |
19.02.2025 | 4.82% | 0.11 CHF | 0.11 CHF | 2'575'900 | 2'575'900 | 2'571'600 | 2'575'900 | 260'556 CHF | 273'865 CHF | 99.88% | 99.88% |
18.02.2025 | 4.78% | 0.11 CHF | 0.11 CHF | 2'947'300 | 2'947'300 | 2'947'300 | 2'947'300 | 300'952 CHF | 315'689 CHF | 100.00% | 100.00% |
17.02.2025 | 5.02% | 0.10 CHF | 0.11 CHF | 2'947'300 | 2'947'300 | 2'947'300 | 2'947'300 | 286'483 CHF | 301'220 CHF | 100.00% | 100.00% |
14.02.2025 | 6.28% | 0.09 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 2'997'270 | 232'837 CHF | 247'619 CHF | 100.00% | 100.00% |
13.02.2025 | 5.80% | 0.08 CHF | 0.08 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 251'438 CHF | 266'438 CHF | 98.33% | 98.33% |