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% | 15.71 CHF | 15.73 CHF | 150'000 | 150'000 | 122'984 | 122'984 | 1'934'850 CHF | 1'937'570 CHF | 100.00% | 100.00% |
19.02.2025 | 0.74% | 15.92 CHF | 16.02 CHF | 15'000 | 15'000 | 13'523 | 13'523 | 216'068 CHF | 217'547 CHF | 99.76% | 99.76% |
18.02.2025 | 0.33% | 15.85 CHF | 15.87 CHF | 150'000 | 150'000 | 122'973 | 122'973 | 1'960'220 CHF | 1'962'930 CHF | 100.00% | 100.00% |
17.02.2025 | 0.83% | 15.82 CHF | 15.92 CHF | 15'000 | 15'000 | 12'297 | 12'297 | 194'484 CHF | 195'739 CHF | 100.00% | 100.00% |
14.02.2025 | 0.32% | 15.77 CHF | 15.79 CHF | 150'000 | 150'000 | 123'005 | 123'005 | 1'987'450 CHF | 1'990'170 CHF | 100.00% | 100.00% |
13.02.2025 | 0.33% | 16.30 CHF | 16.32 CHF | 150'000 | 150'000 | 122'955 | 122'955 | 1'971'690 CHF | 1'974'400 CHF | 99.90% | 99.90% |
12.02.2025 | 0.31% | 15.73 CHF | 15.75 CHF | 150'000 | 150'000 | 125'128 | 125'128 | 1'997'300 CHF | 2'000'040 CHF | 98.20% | 98.20% |
11.02.2025 | 0.33% | 15.75 CHF | 15.77 CHF | 150'000 | 150'000 | 124'799 | 124'799 | 1'939'300 CHF | 1'942'040 CHF | 98.24% | 98.24% |
10.02.2025 | 0.34% | 15.00 CHF | 15.02 CHF | 150'000 | 150'000 | 123'046 | 123'046 | 1'889'850 CHF | 1'892'570 CHF | 100.00% | 100.00% |
07.02.2025 | 0.31% | 14.92 CHF | 14.94 CHF | 150'000 | 150'000 | 126'954 | 126'954 | 1'976'540 CHF | 1'979'300 CHF | 96.67% | 96.67% |