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 | 0.41% | 12.69 CHF | 12.71 CHF | 150'000 | 150'000 | 122'984 | 122'984 | 1'563'340 CHF | 1'566'060 CHF | 100.00% | 100.00% |
19.02.2025 | 0.91% | 12.89 CHF | 12.99 CHF | 15'000 | 15'000 | 13'523 | 13'523 | 175'131 CHF | 176'609 CHF | 99.76% | 99.76% |
18.02.2025 | 0.40% | 12.83 CHF | 12.85 CHF | 150'000 | 150'000 | 122'972 | 122'972 | 1'588'900 CHF | 1'591'620 CHF | 100.00% | 100.00% |
17.02.2025 | 1.03% | 12.80 CHF | 12.90 CHF | 15'000 | 15'000 | 12'297 | 12'297 | 157'394 CHF | 158'649 CHF | 100.00% | 100.00% |
14.02.2025 | 0.40% | 12.77 CHF | 12.79 CHF | 150'000 | 150'000 | 123'003 | 123'003 | 1'616'800 CHF | 1'619'520 CHF | 100.00% | 100.00% |
13.02.2025 | 0.41% | 13.27 CHF | 13.29 CHF | 150'000 | 150'000 | 122'953 | 122'953 | 1'598'350 CHF | 1'601'070 CHF | 99.90% | 99.90% |
12.02.2025 | 0.39% | 12.68 CHF | 12.70 CHF | 150'000 | 150'000 | 125'126 | 125'126 | 1'615'240 CHF | 1'617'980 CHF | 98.19% | 98.19% |
11.02.2025 | 0.41% | 12.70 CHF | 12.72 CHF | 150'000 | 150'000 | 124'799 | 124'799 | 1'558'140 CHF | 1'560'870 CHF | 98.24% | 98.24% |
10.02.2025 | 0.43% | 11.95 CHF | 11.97 CHF | 150'000 | 150'000 | 123'046 | 123'046 | 1'515'190 CHF | 1'517'910 CHF | 100.00% | 100.00% |
07.02.2025 | 0.38% | 11.87 CHF | 11.89 CHF | 150'000 | 150'000 | 126'952 | 126'952 | 1'591'220 CHF | 1'593'980 CHF | 96.67% | 96.67% |