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 | 0.13% | 7.95 CHF | 7.96 CHF | 80,300 | 80,300 | 83,155 | 83,155 | 634,079 CHF | 634,912 CHF | 99.88% | 99.88% |
31/01/2025 | 0.13% | 7.70 CHF | 7.71 CHF | 83,600 | 83,600 | 89,345 | 89,346 | 670,548 CHF | 671,449 CHF | 100.00% | 100.00% |
30/01/2025 | 0.14% | 7.30 CHF | 7.31 CHF | 90,100 | 90,100 | 98,004 | 98,004 | 684,091 CHF | 685,071 CHF | 99.83% | 99.83% |
29/01/2025 | 0.15% | 6.37 CHF | 6.38 CHF | 99,000 | 99,000 | 100,154 | 100,154 | 648,967 CHF | 649,968 CHF | 100.00% | 100.00% |
28/01/2025 | 0.16% | 6.44 CHF | 6.45 CHF | 100,300 | 100,300 | 102,966 | 102,964 | 638,961 CHF | 639,981 CHF | 99.67% | 99.67% |
27/01/2025 | 0.15% | 6.05 CHF | 6.06 CHF | 103,300 | 103,300 | 92,619 | 92,619 | 600,046 CHF | 600,972 CHF | 100.00% | 100.00% |
24/01/2025 | 0.14% | 6.94 CHF | 6.95 CHF | 91,200 | 91,200 | 99,596 | 99,596 | 698,403 CHF | 699,399 CHF | 100.00% | 100.00% |
23/01/2025 | 0.16% | 6.36 CHF | 6.37 CHF | 100,700 | 100,700 | 98,137 | 98,137 | 624,222 CHF | 625,206 CHF | 99.99% | 99.99% |
22/01/2025 | 0.15% | 6.60 CHF | 6.61 CHF | 98,100 | 98,100 | 101,986 | 101,986 | 669,614 CHF | 670,634 CHF | 100.00% | 100.00% |
21/01/2025 | 0.17% | 6.24 CHF | 6.25 CHF | 102,500 | 102,500 | 111,356 | 111,356 | 664,330 CHF | 665,443 CHF | 99.88% | 99.88% |