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 | 0.32% | 16.17 CHF | 16.19 CHF | 150'000 | 150'000 | 122'973 | 122'973 | 1'991'370 CHF | 1'994'090 CHF | 100.00% | 100.00% |
19.02.2025 | 0.72% | 16.38 CHF | 16.48 CHF | 15'000 | 15'000 | 13'520 | 13'520 | 222'272 CHF | 223'750 CHF | 99.76% | 99.76% |
18.02.2025 | 0.32% | 16.31 CHF | 16.33 CHF | 150'000 | 150'000 | 122'984 | 122'984 | 2'017'010 CHF | 2'019'730 CHF | 100.00% | 100.00% |
17.02.2025 | 0.81% | 16.28 CHF | 16.38 CHF | 15'000 | 15'000 | 12'299 | 12'299 | 200'190 CHF | 201'446 CHF | 100.00% | 100.00% |
14.02.2025 | 0.31% | 16.23 CHF | 16.25 CHF | 150'000 | 150'000 | 122'964 | 122'964 | 2'043'310 CHF | 2'046'030 CHF | 99.99% | 99.99% |
13.02.2025 | 0.32% | 16.76 CHF | 16.78 CHF | 150'000 | 150'000 | 122'932 | 122'932 | 2'028'240 CHF | 2'030'960 CHF | 99.86% | 99.86% |
12.02.2025 | 0.30% | 16.20 CHF | 16.22 CHF | 150'000 | 150'000 | 125'097 | 125'097 | 2'055'090 CHF | 2'057'830 CHF | 98.20% | 98.20% |
11.02.2025 | 0.32% | 16.22 CHF | 16.24 CHF | 150'000 | 150'000 | 124'777 | 124'777 | 1'997'130 CHF | 1'999'870 CHF | 98.25% | 98.25% |
10.02.2025 | 0.33% | 15.46 CHF | 15.48 CHF | 150'000 | 150'000 | 122'993 | 122'993 | 1'946'180 CHF | 1'948'900 CHF | 100.00% | 100.00% |
07.02.2025 | 0.30% | 15.38 CHF | 15.40 CHF | 150'000 | 150'000 | 126'870 | 126'870 | 2'033'960 CHF | 2'036'720 CHF | 96.66% | 96.66% |