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 | 2.47% | 0.41 CHF | 0.42 CHF | 750'000 | 250'000 | 749'539 | 250'000 | 299'632 CHF | 102'440 CHF | 95.53% | 95.53% |
26.02.2025 | 2.71% | 0.39 CHF | 0.40 CHF | 750'000 | 250'000 | 717'735 | 249'779 | 260'342 CHF | 93'362 CHF | 95.73% | 95.73% |
25.02.2025 | 2.43% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 750'000 | 249'923 | 305'692 CHF | 104'370 CHF | 93.11% | 93.11% |
21.02.2025 | 1.67% | 0.53 CHF | 0.54 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 445'550 CHF | 151'017 CHF | 98.34% | 98.34% |
20.02.2025 | 1.87% | 0.49 CHF | 0.50 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 398'270 CHF | 135'257 CHF | 96.33% | 96.33% |
19.02.2025 | 1.55% | 0.58 CHF | 0.59 CHF | 750'000 | 250'000 | 750'000 | 249'612 | 481'966 CHF | 162'903 CHF | 98.16% | 98.16% |
18.02.2025 | 1.96% | 0.59 CHF | 0.60 CHF | 750'000 | 250'000 | 749'390 | 250'000 | 380'082 CHF | 129'314 CHF | 97.40% | 97.40% |
17.02.2025 | 2.11% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 393'474 | 131'158 | 182'128 CHF | 62'021 CHF | 86.84% | 86.84% |
14.02.2025 | 2.11% | 0.36 CHF | 0.37 CHF | 900'000 | 300'000 | 771'028 | 257'009 | 363'916 CHF | 123'876 CHF | 94.72% | 94.72% |
13.02.2025 | 2.91% | 0.46 CHF | 0.47 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 344'567 CHF | 141'827 CHF | 95.60% | 95.60% |