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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28.02.2025 | 2.41% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 152'728 | 150'000 | 62'786 CHF | 63'138 CHF | 99.22% | 99.22% |
27.02.2025 | 2.37% | 0.40 CHF | 0.41 CHF | 150'000 | 150'000 | 270'371 | 149'947 | 114'185 CHF | 64'009 CHF | 99.13% | 99.13% |
26.02.2025 | 3.48% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 260'605 | 150'000 | 127'517 CHF | 75'324 CHF | 95.51% | 95.70% |
25.02.2025 | 2.84% | 0.32 CHF | 0.33 CHF | 200'000 | 200'000 | 199'989 | 200'000 | 69'563 CHF | 71'567 CHF | 99.14% | 99.14% |
21.02.2025 | 2.79% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 70'825 CHF | 72'825 CHF | 99.22% | 99.22% |
20.02.2025 | 3.05% | 0.33 CHF | 0.34 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 64'658 CHF | 66'658 CHF | 99.22% | 99.22% |
19.02.2025 | 2.73% | 0.35 CHF | 0.36 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 72'199 CHF | 74'199 CHF | 99.22% | 99.22% |
18.02.2025 | 2.57% | 0.37 CHF | 0.38 CHF | 200'000 | 200'000 | 514'327 | 196'848 | 197'984 CHF | 77'576 CHF | 99.22% | 99.22% |
17.02.2025 | 2.59% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 599'818 | 200'000 | 228'715 CHF | 78'262 CHF | 99.11% | 99.22% |
14.02.2025 | 2.61% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 226'851 CHF | 77'617 CHF | 98.92% | 98.92% |