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 | 0.35% | 14.69 CHF | 14.71 CHF | 150'000 | 150'000 | 122'973 | 122'973 | 1'808'570 CHF | 1'811'280 CHF | 100.00% | 100.00% |
19.02.2025 | 0.79% | 14.89 CHF | 14.99 CHF | 15'000 | 15'000 | 13'522 | 13'522 | 202'148 CHF | 203'626 CHF | 99.76% | 99.76% |
18.02.2025 | 0.35% | 14.82 CHF | 14.84 CHF | 150'000 | 150'000 | 123'008 | 123'008 | 1'834'670 CHF | 1'837'390 CHF | 100.00% | 100.00% |
17.02.2025 | 0.89% | 14.79 CHF | 14.89 CHF | 15'000 | 15'000 | 12'296 | 12'296 | 181'899 CHF | 183'154 CHF | 100.00% | 100.00% |
14.02.2025 | 0.35% | 14.75 CHF | 14.77 CHF | 150'000 | 150'000 | 123'005 | 123'005 | 1'861'620 CHF | 1'864'330 CHF | 100.00% | 100.00% |
13.02.2025 | 0.35% | 15.27 CHF | 15.29 CHF | 150'000 | 150'000 | 122'953 | 122'953 | 1'844'900 CHF | 1'847'620 CHF | 99.90% | 99.90% |
12.02.2025 | 0.33% | 14.70 CHF | 14.72 CHF | 150'000 | 150'000 | 125'087 | 125'087 | 1'867'010 CHF | 1'869'750 CHF | 98.19% | 98.19% |
11.02.2025 | 0.35% | 14.71 CHF | 14.73 CHF | 150'000 | 150'000 | 124'834 | 124'834 | 1'810'440 CHF | 1'813'180 CHF | 98.21% | 98.21% |
10.02.2025 | 0.37% | 13.96 CHF | 13.98 CHF | 150'000 | 150'000 | 123'003 | 123'003 | 1'762'060 CHF | 1'764'780 CHF | 100.00% | 100.00% |
07.02.2025 | 0.33% | 13.88 CHF | 13.90 CHF | 150'000 | 150'000 | 126'915 | 126'915 | 1'845'160 CHF | 1'847'920 CHF | 96.68% | 96.68% |