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 | 5.88% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 314'913 | 314'912 | 52'045 CHF | 55'194 CHF | 94.92% | 94.92% |
26.02.2025 | 5.48% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 292'917 | 292'914 | 51'975 CHF | 54'903 CHF | 100.00% | 100.00% |
25.02.2025 | 3.88% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 205'097 | 205'097 | 51'806 CHF | 53'857 CHF | 98.68% | 98.68% |
21.02.2025 | 4.22% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 229'112 | 229'110 | 53'096 CHF | 55'387 CHF | 100.00% | 100.00% |
20.02.2025 | 4.50% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 241'218 | 241'220 | 52'402 CHF | 54'815 CHF | 99.95% | 99.95% |
19.02.2025 | 5.27% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 285'700 | 285'702 | 52'771 CHF | 55'629 CHF | 100.00% | 100.00% |
18.02.2025 | 8.53% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 453'829 | 453'823 | 50'994 CHF | 55'532 CHF | 99.95% | 99.95% |
17.02.2025 | 7.57% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 406'534 | 406'530 | 51'685 CHF | 55'750 CHF | 100.00% | 100.00% |
14.02.2025 | 7.18% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 388'989 | 388'989 | 52'207 CHF | 56'097 CHF | 100.00% | 100.00% |
13.02.2025 | 5.48% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 296'093 | 296'087 | 52'540 CHF | 55'500 CHF | 100.00% | 100.00% |