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 | 1.44% | 0.65 CHF | 0.66 CHF | 125'000 | 125'000 | 124'823 | 124'823 | 86'527 CHF | 87'777 CHF | 99.81% | 99.81% |
26.02.2025 | 1.23% | 0.69 CHF | 0.70 CHF | 125'000 | 125'000 | 124'909 | 124'909 | 103'329 CHF | 104'578 CHF | 100.00% | 100.00% |
25.02.2025 | 1.90% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 66'416 CHF | 67'666 CHF | 99.99% | 99.99% |
21.02.2025 | 1.37% | 0.70 CHF | 0.71 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 91'141 CHF | 92'391 CHF | 100.00% | 100.00% |
20.02.2025 | 1.16% | 0.87 CHF | 0.88 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 107'202 CHF | 108'452 CHF | 100.00% | 100.00% |
19.02.2025 | 1.25% | 0.74 CHF | 0.75 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 99'741 CHF | 100'991 CHF | 99.88% | 99.88% |
18.02.2025 | 1.28% | 0.69 CHF | 0.70 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 97'408 CHF | 98'658 CHF | 100.00% | 100.00% |
17.02.2025 | 1.14% | 0.83 CHF | 0.84 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 109'520 CHF | 110'770 CHF | 100.00% | 100.00% |
14.02.2025 | 0.74% | 1.01 CHF | 1.02 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 171'169 CHF | 172'419 CHF | 100.00% | 100.00% |
13.02.2025 | 0.81% | 1.38 CHF | 1.39 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 153'703 CHF | 154'953 CHF | 98.36% | 98.36% |