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 | 0.34% | 15.43 CHF | 15.45 CHF | 150'000 | 150'000 | 122'972 | 122'972 | 1'900'230 CHF | 1'902'950 CHF | 100.00% | 100.00% |
19.02.2025 | 0.75% | 15.63 CHF | 15.73 CHF | 15'000 | 15'000 | 13'522 | 13'522 | 212'249 CHF | 213'727 CHF | 99.76% | 99.76% |
18.02.2025 | 0.33% | 15.57 CHF | 15.59 CHF | 150'000 | 150'000 | 123'019 | 123'019 | 1'926'450 CHF | 1'929'170 CHF | 100.00% | 100.00% |
17.02.2025 | 0.85% | 15.54 CHF | 15.64 CHF | 15'000 | 15'000 | 12'296 | 12'296 | 191'037 CHF | 192'292 CHF | 100.00% | 100.00% |
14.02.2025 | 0.33% | 15.50 CHF | 15.52 CHF | 150'000 | 150'000 | 123'003 | 123'003 | 1'953'050 CHF | 1'955'770 CHF | 100.00% | 100.00% |
13.02.2025 | 0.34% | 16.02 CHF | 16.04 CHF | 150'000 | 150'000 | 122'950 | 122'950 | 1'936'980 CHF | 1'939'690 CHF | 99.89% | 99.89% |
12.02.2025 | 0.32% | 15.45 CHF | 15.47 CHF | 150'000 | 150'000 | 125'093 | 125'093 | 1'961'320 CHF | 1'964'060 CHF | 98.20% | 98.20% |
11.02.2025 | 0.34% | 15.47 CHF | 15.49 CHF | 150'000 | 150'000 | 124'788 | 124'788 | 1'903'800 CHF | 1'906'530 CHF | 98.25% | 98.25% |
10.02.2025 | 0.35% | 14.72 CHF | 14.74 CHF | 150'000 | 150'000 | 123'016 | 123'016 | 1'854'660 CHF | 1'857'380 CHF | 100.00% | 100.00% |
07.02.2025 | 0.31% | 14.64 CHF | 14.66 CHF | 150'000 | 150'000 | 126'912 | 126'912 | 1'940'190 CHF | 1'942'940 CHF | 96.66% | 96.66% |