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 | 3.14% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 111'557 | 48'443 | 52'241 CHF | 23'386 CHF | 99.02% | 99.02% |
27.02.2025 | 1.90% | 0.75 CHF | 0.77 CHF | 70'000 | 50'000 | 74'449 | 50'000 | 54'387 CHF | 37'324 CHF | 98.92% | 98.92% |
26.02.2025 | 1.85% | 0.69 CHF | 0.71 CHF | 80'000 | 50'000 | 72'201 | 50'000 | 53'559 CHF | 37'842 CHF | 100.00% | 100.00% |
25.02.2025 | 1.55% | 0.91 CHF | 0.93 CHF | 60'000 | 50'000 | 59'792 | 50'000 | 54'606 CHF | 46'393 CHF | 99.83% | 99.83% |
21.02.2025 | 1.67% | 0.89 CHF | 0.91 CHF | 60'000 | 50'000 | 66'365 | 50'000 | 54'658 CHF | 41'959 CHF | 99.63% | 99.63% |
20.02.2025 | 1.84% | 0.85 CHF | 0.87 CHF | 60'000 | 50'000 | 68'701 | 50'000 | 52'740 CHF | 39'194 CHF | 99.41% | 99.41% |
19.02.2025 | 2.34% | 0.77 CHF | 0.79 CHF | 70'000 | 50'000 | 80'401 | 49'454 | 53'012 CHF | 33'653 CHF | 99.27% | 99.27% |
18.02.2025 | 4.29% | 0.34 CHF | 0.36 CHF | 135'495 | 50'000 | 131'547 | 50'000 | 47'839 CHF | 19'035 CHF | 92.21% | 92.42% |
17.02.2025 | 3.53% | 0.40 CHF | 0.42 CHF | 130'000 | 50'000 | 123'567 | 50'000 | 51'835 CHF | 21'779 CHF | 99.38% | 99.38% |
14.02.2025 | 3.49% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 120'008 | 50'000 | 51'951 CHF | 22'486 CHF | 99.24% | 99.24% |