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 | 1.14% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 87'599 CHF | 88'599 CHF | 93.82% | 93.90% |
26.02.2025 | 1.19% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 101'014 | 101'013 | 84'254 CHF | 85'263 CHF | 99.84% | 100.00% |
25.02.2025 | 1.22% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 104'136 | 104'135 | 84'619 CHF | 85'659 CHF | 98.68% | 98.68% |
21.02.2025 | 1.47% | 0.72 CHF | 0.73 CHF | 125'000 | 125'000 | 124'919 | 124'921 | 84'462 CHF | 85'713 CHF | 100.00% | 100.00% |
20.02.2025 | 1.35% | 0.70 CHF | 0.71 CHF | 125'000 | 125'000 | 125'668 | 125'670 | 92'989 CHF | 94'247 CHF | 99.14% | 99.14% |
19.02.2025 | 1.65% | 0.58 CHF | 0.59 CHF | 150'000 | 150'000 | 138'568 | 138'568 | 83'425 CHF | 84'810 CHF | 100.00% | 100.00% |
18.02.2025 | 1.54% | 0.64 CHF | 0.65 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 80'634 CHF | 81'884 CHF | 99.95% | 99.95% |
17.02.2025 | 1.60% | 0.63 CHF | 0.64 CHF | 125'000 | 125'000 | 127'240 | 127'239 | 78'676 CHF | 79'948 CHF | 100.00% | 100.00% |
14.02.2025 | 1.69% | 0.57 CHF | 0.58 CHF | 150'000 | 150'000 | 142'459 | 142'459 | 83'548 CHF | 84'973 CHF | 100.00% | 100.00% |
13.02.2025 | 1.56% | 0.65 CHF | 0.66 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 79'708 CHF | 80'958 CHF | 100.00% | 100.00% |