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% | 16.43 CHF | 16.45 CHF | 150'000 | 150'000 | 122'973 | 122'973 | 2'023'140 CHF | 2'025'860 CHF | 100.00% | 100.00% |
19.02.2025 | 0.71% | 16.64 CHF | 16.74 CHF | 15'000 | 15'000 | 13'520 | 13'520 | 225'769 CHF | 227'247 CHF | 99.76% | 99.76% |
18.02.2025 | 0.31% | 16.57 CHF | 16.59 CHF | 150'000 | 150'000 | 122'984 | 122'984 | 2'048'760 CHF | 2'051'480 CHF | 100.00% | 100.00% |
17.02.2025 | 0.80% | 16.53 CHF | 16.63 CHF | 15'000 | 15'000 | 12'299 | 12'299 | 203'368 CHF | 204'624 CHF | 100.00% | 100.00% |
14.02.2025 | 0.31% | 16.49 CHF | 16.51 CHF | 150'000 | 150'000 | 122'966 | 122'966 | 2'075'020 CHF | 2'077'740 CHF | 100.00% | 100.00% |
13.02.2025 | 0.32% | 17.02 CHF | 17.04 CHF | 150'000 | 150'000 | 122'937 | 122'937 | 2'060'220 CHF | 2'062'940 CHF | 99.89% | 99.89% |
12.02.2025 | 0.30% | 16.46 CHF | 16.48 CHF | 150'000 | 150'000 | 125'095 | 125'095 | 2'087'680 CHF | 2'090'420 CHF | 98.19% | 98.19% |
11.02.2025 | 0.31% | 16.48 CHF | 16.50 CHF | 150'000 | 150'000 | 124'776 | 124'776 | 2'029'700 CHF | 2'032'440 CHF | 98.25% | 98.25% |
10.02.2025 | 0.33% | 15.72 CHF | 15.74 CHF | 150'000 | 150'000 | 122'993 | 122'993 | 1'978'200 CHF | 1'980'910 CHF | 100.00% | 100.00% |
07.02.2025 | 0.29% | 15.64 CHF | 15.66 CHF | 150'000 | 150'000 | 126'871 | 126'871 | 2'066'910 CHF | 2'069'670 CHF | 96.66% | 96.66% |