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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20.02.2025 | 10.53% | 0.05 CHF | 0.10 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 45'000 CHF | 20'000 CHF | 5.48% | 99.99% |
19.02.2025 | 9.64% | 0.10 CHF | 0.11 CHF | 500'000 | 200'000 | 493'590 | 200'000 | 48'844 CHF | 21'820 CHF | 79.41% | 99.99% |
18.02.2025 | 10.17% | 0.08 CHF | 0.10 CHF | 500'000 | 200'000 | 499'977 | 200'000 | 46'785 CHF | 20'715 CHF | 63.72% | 99.99% |
17.02.2025 | 9.99% | 0.08 CHF | 0.10 CHF | 500'000 | 200'000 | 499'828 | 200'000 | 47'642 CHF | 21'064 CHF | 98.84% | 100.00% |
14.02.2025 | 9.04% | 0.08 CHF | 0.10 CHF | 500'000 | 200'000 | 469'223 | 200'000 | 49'703 CHF | 23'265 CHF | 76.36% | 99.99% |
13.02.2025 | 4.92% | 0.16 CHF | 0.17 CHF | 320'000 | 200'000 | 255'133 | 200'000 | 50'589 CHF | 41'939 CHF | 99.61% | 99.61% |
12.02.2025 | 3.99% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 209'833 | 200'000 | 52'078 CHF | 51'797 CHF | 98.36% | 98.36% |
11.02.2025 | 3.29% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 59'942 CHF | 61'942 CHF | 99.97% | 99.97% |
10.02.2025 | 3.46% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 56'921 CHF | 58'921 CHF | 99.99% | 99.99% |
07.02.2025 | 4.11% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 212'967 | 200'000 | 50'718 CHF | 49'715 CHF | 96.94% | 96.94% |