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 | 10.08% | 0.09 CHF | 0.10 CHF | 250'000 | 250'000 | 513'083 | 421'291 | 48'512 CHF | 44'853 CHF | 93.91% | 93.91% |
26.02.2025 | 9.66% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 520'895 | 441'514 | 51'348 CHF | 48'735 CHF | 100.00% | 100.00% |
25.02.2025 | 13.71% | 0.07 CHF | 0.08 CHF | 850'000 | 425'000 | 727'269 | 378'630 | 49'571 CHF | 29'569 CHF | 98.64% | 98.64% |
21.02.2025 | 9.51% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 502'420 | 472'110 | 50'370 CHF | 52'455 CHF | 100.00% | 100.00% |
20.02.2025 | 8.20% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 436'215 | 436'222 | 51'135 CHF | 55'498 CHF | 99.94% | 99.94% |
19.02.2025 | 6.50% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 347'207 | 347'204 | 51'696 CHF | 55'167 CHF | 100.00% | 100.00% |
18.02.2025 | 3.59% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 189'823 | 189'823 | 52'015 CHF | 53'913 CHF | 99.95% | 99.95% |
17.02.2025 | 3.91% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 204'577 | 204'577 | 51'366 CHF | 53'412 CHF | 100.00% | 100.00% |
14.02.2025 | 3.90% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 209'042 | 209'043 | 52'515 CHF | 54'606 CHF | 100.00% | 100.00% |
13.02.2025 | 5.20% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 281'960 | 281'960 | 52'848 CHF | 55'668 CHF | 100.00% | 100.00% |