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 | 2.12% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 108'516 | 73'143 | 52'634 CHF | 36'267 CHF | 96.19% | 96.19% |
27.02.2025 | 1.90% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 100'162 | 75'000 | 52'109 CHF | 39'772 CHF | 96.39% | 96.39% |
26.02.2025 | 2.23% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 78'602 | 65'702 | 44'069 CHF | 37'568 CHF | 100.00% | 100.00% |
25.02.2025 | 1.80% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 95'609 | 75'000 | 52'729 CHF | 42'158 CHF | 96.03% | 96.03% |
21.02.2025 | 1.42% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'740 | 75'000 | 55'784 CHF | 56'047 CHF | 99.60% | 99.60% |
20.02.2025 | 1.36% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'018 | 75'000 | 55'683 CHF | 56'431 CHF | 93.35% | 93.35% |
19.02.2025 | 1.43% | 0.71 CHF | 0.72 CHF | 80'000 | 75'000 | 75'159 | 74'339 | 57'429 CHF | 57'639 CHF | 98.14% | 98.14% |
18.02.2025 | 1.28% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'924 CHF | 61'709 CHF | 89.90% | 89.90% |
17.02.2025 | 1.28% | 0.85 CHF | 0.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'259 CHF | 64'074 CHF | 99.39% | 99.39% |
14.02.2025 | 1.24% | 0.85 CHF | 0.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'440 CHF | 64'232 CHF | 99.29% | 99.29% |