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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03/02/2025 | 0.06% | 17.11 CHF | 17.12 CHF | 62,600 | 62,600 | 63,877 | 63,877 | 1,067,920 CHF | 1,068,560 CHF | 99.90% | 99.90% |
31/01/2025 | 0.06% | 16.77 CHF | 16.78 CHF | 64,100 | 64,100 | 66,486 | 66,486 | 1,097,760 CHF | 1,098,420 CHF | 100.00% | 100.00% |
30/01/2025 | 0.06% | 16.20 CHF | 16.21 CHF | 66,800 | 66,800 | 70,086 | 70,086 | 1,105,450 CHF | 1,106,150 CHF | 99.83% | 99.83% |
29/01/2025 | 0.07% | 14.90 CHF | 14.91 CHF | 70,500 | 70,500 | 70,944 | 70,944 | 1,068,500 CHF | 1,069,210 CHF | 100.00% | 100.00% |
28/01/2025 | 0.07% | 15.01 CHF | 15.02 CHF | 71,000 | 71,000 | 72,067 | 72,067 | 1,056,950 CHF | 1,057,670 CHF | 99.93% | 99.93% |
27/01/2025 | 0.07% | 14.41 CHF | 14.42 CHF | 72,200 | 72,200 | 68,050 | 68,051 | 1,020,210 CHF | 1,020,910 CHF | 100.00% | 100.00% |
24/01/2025 | 0.06% | 15.64 CHF | 15.65 CHF | 67,500 | 67,500 | 70,947 | 70,947 | 1,117,180 CHF | 1,117,890 CHF | 100.00% | 100.00% |
23/01/2025 | 0.07% | 14.85 CHF | 14.86 CHF | 71,400 | 71,400 | 70,330 | 70,330 | 1,043,720 CHF | 1,044,420 CHF | 99.99% | 99.99% |
22/01/2025 | 0.07% | 15.17 CHF | 15.18 CHF | 70,400 | 70,400 | 71,901 | 71,901 | 1,086,620 CHF | 1,087,340 CHF | 100.00% | 100.00% |
21/01/2025 | 0.07% | 14.67 CHF | 14.68 CHF | 72,100 | 72,100 | 75,554 | 75,554 | 1,079,670 CHF | 1,080,420 CHF | 99.89% | 99.89% |