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% | 15.62 CHF | 15.64 CHF | 150'000 | 150'000 | 123'031 | 123'031 | 1'924'290 CHF | 1'927'010 CHF | 100.00% | 100.00% |
19.02.2025 | 0.74% | 15.82 CHF | 15.92 CHF | 15'000 | 15'000 | 13'522 | 13'522 | 214'802 CHF | 216'280 CHF | 99.76% | 99.76% |
18.02.2025 | 0.33% | 15.75 CHF | 15.77 CHF | 150'000 | 150'000 | 122'975 | 122'975 | 1'948'890 CHF | 1'951'610 CHF | 100.00% | 100.00% |
17.02.2025 | 0.84% | 15.72 CHF | 15.82 CHF | 15'000 | 15'000 | 12'297 | 12'297 | 193'366 CHF | 194'621 CHF | 100.00% | 100.00% |
14.02.2025 | 0.33% | 15.68 CHF | 15.70 CHF | 150'000 | 150'000 | 122'963 | 122'963 | 1'975'470 CHF | 1'978'190 CHF | 100.00% | 100.00% |
13.02.2025 | 0.33% | 16.20 CHF | 16.22 CHF | 150'000 | 150'000 | 123'005 | 123'005 | 1'961'080 CHF | 1'963'800 CHF | 99.96% | 99.96% |
12.02.2025 | 0.31% | 15.64 CHF | 15.66 CHF | 150'000 | 150'000 | 125'099 | 125'099 | 1'985'220 CHF | 1'987'960 CHF | 98.19% | 98.19% |
11.02.2025 | 0.33% | 15.66 CHF | 15.68 CHF | 150'000 | 150'000 | 124'832 | 124'832 | 1'928'210 CHF | 1'930'950 CHF | 98.21% | 98.21% |
10.02.2025 | 0.34% | 14.91 CHF | 14.93 CHF | 150'000 | 150'000 | 123'001 | 123'001 | 1'877'740 CHF | 1'880'460 CHF | 100.00% | 100.00% |
07.02.2025 | 0.31% | 14.82 CHF | 14.84 CHF | 150'000 | 150'000 | 126'906 | 126'906 | 1'964'030 CHF | 1'966'790 CHF | 96.68% | 96.68% |