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% | 16.94 CHF | 16.95 CHF | 95,600 | 95,600 | 96,666 | 96,666 | 1,615,320 CHF | 1,616,290 CHF | 99.96% | 99.96% |
31/01/2025 | 0.06% | 16.70 CHF | 16.71 CHF | 96,900 | 96,900 | 99,199 | 99,199 | 1,640,250 CHF | 1,641,250 CHF | 100.00% | 100.00% |
30/01/2025 | 0.06% | 16.30 CHF | 16.31 CHF | 99,500 | 99,500 | 102,342 | 102,342 | 1,638,570 CHF | 1,639,590 CHF | 99.83% | 99.83% |
29/01/2025 | 0.06% | 15.40 CHF | 15.41 CHF | 102,700 | 102,700 | 103,144 | 103,144 | 1,599,520 CHF | 1,600,550 CHF | 100.00% | 100.00% |
28/01/2025 | 0.07% | 15.46 CHF | 15.47 CHF | 103,200 | 103,200 | 104,089 | 104,089 | 1,584,880 CHF | 1,585,920 CHF | 99.67% | 99.67% |
27/01/2025 | 0.06% | 15.01 CHF | 15.02 CHF | 104,200 | 104,200 | 100,579 | 100,579 | 1,550,150 CHF | 1,551,150 CHF | 100.00% | 100.00% |
24/01/2025 | 0.06% | 15.88 CHF | 15.89 CHF | 100,100 | 100,100 | 103,193 | 103,193 | 1,646,930 CHF | 1,647,960 CHF | 100.00% | 100.00% |
23/01/2025 | 0.07% | 15.36 CHF | 15.37 CHF | 103,600 | 103,600 | 102,501 | 102,501 | 1,572,210 CHF | 1,573,240 CHF | 99.99% | 99.99% |
22/01/2025 | 0.06% | 15.56 CHF | 15.57 CHF | 102,700 | 102,700 | 104,025 | 104,025 | 1,613,910 CHF | 1,614,950 CHF | 100.00% | 100.00% |
21/01/2025 | 0.07% | 15.20 CHF | 15.21 CHF | 104,200 | 104,200 | 107,210 | 107,210 | 1,601,260 CHF | 1,602,330 CHF | 99.61% | 99.61% |