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 | 3.66% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 199'370 | 199'370 | 53'546 CHF | 55'540 CHF | 96.95% | 96.95% |
27.02.2025 | 3.26% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 175'617 | 175'617 | 53'023 CHF | 54'779 CHF | 97.74% | 97.74% |
26.02.2025 | 3.13% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 173'053 | 171'371 | 54'555 CHF | 55'734 CHF | 97.63% | 100.00% |
25.02.2025 | 2.72% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 153'118 | 153'117 | 55'510 CHF | 57'041 CHF | 98.69% | 98.69% |
21.02.2025 | 2.29% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 53'899 CHF | 55'149 CHF | 100.00% | 100.00% |
20.02.2025 | 2.14% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 124'437 | 124'435 | 57'556 CHF | 58'800 CHF | 99.98% | 99.98% |
19.02.2025 | 1.97% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 105'143 | 105'145 | 52'834 CHF | 53'886 CHF | 100.00% | 100.00% |
18.02.2025 | 1.93% | 0.50 CHF | 0.51 CHF | 125'000 | 125'000 | 104'053 | 104'047 | 53'479 CHF | 54'516 CHF | 99.96% | 99.96% |
17.02.2025 | 1.71% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 99'479 | 99'478 | 57'882 CHF | 58'876 CHF | 100.00% | 100.00% |
14.02.2025 | 1.37% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 54'405 CHF | 55'155 CHF | 100.00% | 100.00% |