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 | 0.33% | 15.98 CHF | 16.00 CHF | 150'000 | 150'000 | 122'973 | 122'973 | 1'968'210 CHF | 1'970'930 CHF | 100.00% | 100.00% |
19.02.2025 | 0.73% | 16.19 CHF | 16.29 CHF | 15'000 | 15'000 | 13'520 | 13'520 | 219'721 CHF | 221'199 CHF | 99.76% | 99.76% |
18.02.2025 | 0.32% | 16.12 CHF | 16.14 CHF | 150'000 | 150'000 | 122'986 | 122'986 | 1'993'890 CHF | 1'996'610 CHF | 100.00% | 100.00% |
17.02.2025 | 0.82% | 16.09 CHF | 16.19 CHF | 15'000 | 15'000 | 12'299 | 12'299 | 197'874 CHF | 199'129 CHF | 100.00% | 100.00% |
14.02.2025 | 0.32% | 16.05 CHF | 16.07 CHF | 150'000 | 150'000 | 122'967 | 122'967 | 2'020'270 CHF | 2'022'990 CHF | 100.00% | 100.00% |
13.02.2025 | 0.33% | 16.57 CHF | 16.59 CHF | 150'000 | 150'000 | 122'947 | 122'947 | 2'005'220 CHF | 2'007'940 CHF | 99.92% | 99.92% |
12.02.2025 | 0.31% | 16.01 CHF | 16.03 CHF | 150'000 | 150'000 | 125'097 | 125'097 | 2'031'300 CHF | 2'034'040 CHF | 98.20% | 98.20% |
11.02.2025 | 0.32% | 16.02 CHF | 16.04 CHF | 150'000 | 150'000 | 124'779 | 124'779 | 1'973'390 CHF | 1'976'130 CHF | 98.25% | 98.25% |
10.02.2025 | 0.34% | 15.27 CHF | 15.29 CHF | 150'000 | 150'000 | 122'993 | 122'993 | 1'922'840 CHF | 1'925'560 CHF | 100.00% | 100.00% |
07.02.2025 | 0.30% | 15.19 CHF | 15.21 CHF | 150'000 | 150'000 | 126'869 | 126'869 | 2'009'960 CHF | 2'012'720 CHF | 96.66% | 96.66% |