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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20.02.2025 | 0.31% | 16.54 CHF | 16.56 CHF | 150'000 | 150'000 | 123'031 | 123'031 | 2'037'980 CHF | 2'040'700 CHF | 100.00% | 100.00% |
19.02.2025 | 0.70% | 16.75 CHF | 16.85 CHF | 15'000 | 15'000 | 13'522 | 13'522 | 227'327 CHF | 228'805 CHF | 99.76% | 99.76% |
18.02.2025 | 0.31% | 16.68 CHF | 16.70 CHF | 150'000 | 150'000 | 122'976 | 122'976 | 2'062'520 CHF | 2'065'240 CHF | 100.00% | 100.00% |
17.02.2025 | 0.79% | 16.65 CHF | 16.75 CHF | 15'000 | 15'000 | 12'297 | 12'297 | 204'699 CHF | 205'954 CHF | 100.00% | 100.00% |
14.02.2025 | 0.31% | 16.60 CHF | 16.62 CHF | 150'000 | 150'000 | 122'966 | 122'966 | 2'088'880 CHF | 2'091'600 CHF | 100.00% | 100.00% |
13.02.2025 | 0.31% | 17.13 CHF | 17.15 CHF | 150'000 | 150'000 | 122'977 | 122'977 | 2'074'830 CHF | 2'077'550 CHF | 99.85% | 99.85% |
12.02.2025 | 0.30% | 16.58 CHF | 16.60 CHF | 150'000 | 150'000 | 125'099 | 125'099 | 2'102'040 CHF | 2'104'780 CHF | 98.20% | 98.20% |
11.02.2025 | 0.31% | 16.59 CHF | 16.61 CHF | 150'000 | 150'000 | 124'832 | 124'832 | 2'044'850 CHF | 2'047'590 CHF | 98.21% | 98.21% |
10.02.2025 | 0.32% | 15.84 CHF | 15.86 CHF | 150'000 | 150'000 | 123'001 | 123'001 | 1'992'330 CHF | 1'995'050 CHF | 100.00% | 100.00% |
07.02.2025 | 0.29% | 15.75 CHF | 15.77 CHF | 150'000 | 150'000 | 126'906 | 126'906 | 2'081'840 CHF | 2'084'600 CHF | 96.67% | 96.67% |