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 | 1.31% | 0.72 CHF | 0.73 CHF | 150'000 | 150'000 | 147'042 | 147'043 | 111'148 CHF | 112'619 CHF | 100.00% | 100.00% |
27.02.2025 | 1.57% | 0.67 CHF | 0.68 CHF | 150'000 | 150'000 | 154'318 | 154'330 | 97'864 CHF | 99'420 CHF | 99.59% | 99.59% |
26.02.2025 | 1.85% | 0.51 CHF | 0.52 CHF | 175'000 | 175'000 | 173'026 | 173'021 | 92'529 CHF | 94'257 CHF | 99.94% | 99.94% |
25.02.2025 | 1.50% | 0.70 CHF | 0.71 CHF | 150'000 | 150'000 | 147'756 | 147'750 | 97'818 CHF | 99'291 CHF | 97.97% | 97.97% |
21.02.2025 | 1.18% | 0.87 CHF | 0.88 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 105'152 CHF | 106'402 CHF | 98.38% | 98.38% |
20.02.2025 | 1.34% | 0.86 CHF | 0.87 CHF | 125'000 | 125'000 | 148'048 | 148'048 | 110'099 CHF | 111'579 CHF | 100.00% | 100.00% |
19.02.2025 | 1.53% | 0.82 CHF | 0.83 CHF | 150'000 | 150'000 | 166'593 | 166'593 | 108'742 CHF | 110'408 CHF | 100.00% | 100.00% |
18.02.2025 | 1.68% | 0.55 CHF | 0.56 CHF | 200'000 | 200'000 | 177'130 | 177'129 | 104'459 CHF | 106'230 CHF | 99.99% | 99.99% |
17.02.2025 | 1.53% | 0.59 CHF | 0.60 CHF | 175'000 | 175'000 | 170'237 | 170'237 | 110'112 CHF | 111'814 CHF | 94.24% | 94.24% |
14.02.2025 | 1.36% | 0.77 CHF | 0.78 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 109'439 CHF | 110'939 CHF | 100.00% | 100.00% |