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 | 0.17% | 29.90 CHF | 29.95 CHF | 27,700 | 27,700 | 28,473 | 28,473 | 823,924 CHF | 825,349 CHF | 99.91% | 99.91% |
31/01/2025 | 0.18% | 29.15 CHF | 29.20 CHF | 28,600 | 28,600 | 30,103 | 30,103 | 858,566 CHF | 860,071 CHF | 100.00% | 100.00% |
30/01/2025 | 0.18% | 27.85 CHF | 27.90 CHF | 30,300 | 30,300 | 32,432 | 32,432 | 871,025 CHF | 872,629 CHF | 99.83% | 99.83% |
29/01/2025 | 0.08% | 24.93 CHF | 24.95 CHF | 32,700 | 32,700 | 32,966 | 32,966 | 833,635 CHF | 834,294 CHF | 100.00% | 100.00% |
28/01/2025 | 0.08% | 25.17 CHF | 25.19 CHF | 33,000 | 33,000 | 33,711 | 33,711 | 822,753 CHF | 823,428 CHF | 99.67% | 99.67% |
27/01/2025 | 0.08% | 23.88 CHF | 23.90 CHF | 33,800 | 33,800 | 31,062 | 31,062 | 783,341 CHF | 783,962 CHF | 100.00% | 100.00% |
24/01/2025 | 0.19% | 26.65 CHF | 26.70 CHF | 30,700 | 30,700 | 32,909 | 32,909 | 884,671 CHF | 886,316 CHF | 100.00% | 100.00% |
23/01/2025 | 0.08% | 24.86 CHF | 24.88 CHF | 33,200 | 33,200 | 32,492 | 32,492 | 807,322 CHF | 807,974 CHF | 99.99% | 99.99% |
22/01/2025 | 0.08% | 25.59 CHF | 25.61 CHF | 32,500 | 32,500 | 33,560 | 33,560 | 855,302 CHF | 855,973 CHF | 100.00% | 100.00% |
21/01/2025 | 0.08% | 24.41 CHF | 24.43 CHF | 33,700 | 33,700 | 35,914 | 35,914 | 845,699 CHF | 846,417 CHF | 99.88% | 99.88% |