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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.02.2025 | 4.35% | 0.22 CHF | 0.23 CHF | 1'000'000 | 600'000 | 1'000'000 | 599'885 | 226'622 CHF | 141'944 CHF | 99.14% | 99.14% |
26.02.2025 | 3.41% | 0.32 CHF | 0.33 CHF | 1'000'000 | 500'000 | 1'000'000 | 508'642 | 289'183 CHF | 151'982 CHF | 99.15% | 99.15% |
25.02.2025 | 4.55% | 0.20 CHF | 0.21 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 216'089 CHF | 135'653 CHF | 99.16% | 99.16% |
21.02.2025 | 3.76% | 0.27 CHF | 0.28 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 261'395 CHF | 162'837 CHF | 99.17% | 99.17% |
20.02.2025 | 3.60% | 0.24 CHF | 0.25 CHF | 1'000'000 | 600'000 | 1'000'000 | 585'082 | 274'575 CHF | 166'141 CHF | 99.16% | 99.16% |
19.02.2025 | 3.17% | 0.31 CHF | 0.32 CHF | 1'000'000 | 500'000 | 1'000'000 | 554'565 | 312'638 CHF | 177'892 CHF | 99.16% | 99.16% |
18.02.2025 | 3.10% | 0.36 CHF | 0.37 CHF | 1'000'000 | 500'000 | 1'000'000 | 535'080 | 319'310 CHF | 175'344 CHF | 99.16% | 99.16% |
17.02.2025 | 3.04% | 0.31 CHF | 0.32 CHF | 1'000'000 | 500'000 | 1'000'000 | 510'499 | 324'938 CHF | 170'688 CHF | 99.16% | 99.16% |
14.02.2025 | 3.63% | 0.25 CHF | 0.26 CHF | 1'000'000 | 600'000 | 1'000'000 | 599'989 | 270'959 CHF | 168'573 CHF | 99.17% | 99.17% |
13.02.2025 | 3.57% | 0.28 CHF | 0.29 CHF | 1'000'000 | 600'000 | 999'939 | 600'000 | 275'255 CHF | 171'164 CHF | 99.16% | 99.16% |