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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21.02.2025 | 0.58% | 3.03 CHF | 3.04 CHF | 50'000 | 50'000 | 29'144 | 29'144 | 86'964 CHF | 87'430 CHF | 94.41% | 94.41% |
20.02.2025 | 0.57% | 2.75 CHF | 2.76 CHF | 50'000 | 50'000 | 31'648 | 31'648 | 88'562 CHF | 89'001 CHF | 61.44% | 61.44% |
19.02.2025 | 0.58% | 2.86 CHF | 2.87 CHF | 50'000 | 50'000 | 30'850 | 30'850 | 88'131 CHF | 88'596 CHF | 85.26% | 85.26% |
18.02.2025 | 0.79% | 2.43 CHF | 2.44 CHF | 75'000 | 75'000 | 37'686 | 37'686 | 83'749 CHF | 84'282 CHF | 78.20% | 78.20% |
17.02.2025 | 2.32% | 1.86 CHF | 1.90 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 39'425 CHF | 40'348 CHF | 61.42% | 61.42% |
14.02.2025 | 1.27% | 1.65 CHF | 1.66 CHF | 75'000 | 75'000 | 35'343 | 35'343 | 52'532 CHF | 53'058 CHF | 86.86% | 86.86% |
13.02.2025 | 1.67% | 1.21 CHF | 1.22 CHF | 75'000 | 75'000 | 55'463 | 55'463 | 55'659 CHF | 56'487 CHF | 66.77% | 66.77% |
12.02.2025 | 2.91% | 1.09 CHF | 1.12 CHF | 75'000 | 75'000 | 55'538 | 55'538 | 67'023 CHF | 68'953 CHF | 67.28% | 67.28% |
11.02.2025 | 2.85% | 1.21 CHF | 1.24 CHF | 75'000 | 75'000 | 36'524 | 36'524 | 43'804 CHF | 44'999 CHF | 86.89% | 86.89% |
10.02.2025 | 1.90% | 0.99 CHF | 1.00 CHF | 75'000 | 75'000 | 53'139 | 53'139 | 48'465 CHF | 49'305 CHF | 71.03% | 74.90% |