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 | 3.00% | 0.32 CHF | 0.33 CHF | 200'000 | 200'000 | 204'644 | 204'644 | 67'145 CHF | 69'191 CHF | 94.32% | 94.32% |
26.02.2025 | 2.66% | 0.39 CHF | 0.40 CHF | 200'000 | 200'000 | 200'755 | 200'755 | 74'551 CHF | 76'558 CHF | 100.00% | 100.00% |
25.02.2025 | 3.04% | 0.31 CHF | 0.32 CHF | 225'000 | 225'000 | 204'583 | 204'583 | 66'195 CHF | 68'241 CHF | 98.65% | 98.65% |
21.02.2025 | 2.76% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 71'417 CHF | 73'417 CHF | 100.00% | 100.00% |
20.02.2025 | 2.71% | 0.34 CHF | 0.35 CHF | 200'000 | 200'000 | 200'000 | 199'992 | 72'946 CHF | 74'943 CHF | 99.76% | 99.92% |
19.02.2025 | 2.52% | 0.39 CHF | 0.40 CHF | 200'000 | 200'000 | 192'776 | 192'776 | 75'643 CHF | 77'571 CHF | 100.00% | 100.00% |
18.02.2025 | 2.53% | 0.42 CHF | 0.43 CHF | 175'000 | 175'000 | 191'980 | 191'981 | 75'030 CHF | 76'951 CHF | 99.95% | 99.95% |
17.02.2025 | 2.52% | 0.38 CHF | 0.39 CHF | 200'000 | 200'000 | 191'130 | 191'128 | 74'753 CHF | 76'664 CHF | 100.00% | 100.00% |
14.02.2025 | 2.76% | 0.35 CHF | 0.36 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 71'593 CHF | 73'593 CHF | 100.00% | 100.00% |
13.02.2025 | 2.75% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 71'663 CHF | 73'663 CHF | 100.00% | 100.00% |