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 | 0.42% | 12.51 CHF | 12.53 CHF | 150'000 | 150'000 | 123'031 | 123'031 | 1'541'550 CHF | 1'544'270 CHF | 100.00% | 100.00% |
19.02.2025 | 0.93% | 12.71 CHF | 12.81 CHF | 15'000 | 15'000 | 13'522 | 13'522 | 172'647 CHF | 174'125 CHF | 99.76% | 99.76% |
18.02.2025 | 0.41% | 12.64 CHF | 12.66 CHF | 150'000 | 150'000 | 122'975 | 122'975 | 1'566'570 CHF | 1'569'280 CHF | 100.00% | 100.00% |
17.02.2025 | 1.04% | 12.62 CHF | 12.72 CHF | 15'000 | 15'000 | 12'297 | 12'297 | 155'149 CHF | 156'404 CHF | 100.00% | 100.00% |
14.02.2025 | 0.40% | 12.59 CHF | 12.61 CHF | 150'000 | 150'000 | 122'963 | 122'963 | 1'593'920 CHF | 1'596'630 CHF | 100.00% | 100.00% |
13.02.2025 | 0.42% | 13.09 CHF | 13.11 CHF | 150'000 | 150'000 | 122'978 | 122'978 | 1'576'200 CHF | 1'578'910 CHF | 99.86% | 99.86% |
12.02.2025 | 0.39% | 12.49 CHF | 12.51 CHF | 150'000 | 150'000 | 125'101 | 125'101 | 1'591'910 CHF | 1'594'650 CHF | 98.19% | 98.19% |
11.02.2025 | 0.42% | 12.51 CHF | 12.53 CHF | 150'000 | 150'000 | 124'782 | 124'782 | 1'534'960 CHF | 1'537'690 CHF | 98.25% | 98.25% |
10.02.2025 | 0.43% | 11.77 CHF | 11.79 CHF | 150'000 | 150'000 | 123'001 | 123'001 | 1'492'040 CHF | 1'494'760 CHF | 100.00% | 100.00% |
07.02.2025 | 0.39% | 11.69 CHF | 11.71 CHF | 150'000 | 150'000 | 126'906 | 126'906 | 1'567'430 CHF | 1'570'190 CHF | 96.67% | 96.67% |