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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/02/2025 | 0.95% | 1.07 CHF | 1.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,048,780 CHF | 1,058,780 CHF | 100.00% | 100.00% |
19/02/2025 | 0.96% | 1.02 CHF | 1.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,033,290 CHF | 1,043,290 CHF | 99.76% | 99.76% |
18/02/2025 | 0.96% | 1.05 CHF | 1.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,039,190 CHF | 1,049,190 CHF | 100.00% | 100.00% |
17/02/2025 | 0.96% | 1.04 CHF | 1.05 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,033,530 CHF | 1,043,530 CHF | 100.00% | 100.00% |
14/02/2025 | 0.96% | 1.05 CHF | 1.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,034,490 CHF | 1,044,490 CHF | 100.00% | 100.00% |
13/02/2025 | 1.05% | 0.99 CHF | 1.00 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 944,914 CHF | 954,914 CHF | 99.98% | 99.98% |
12/02/2025 | 1.10% | 0.89 CHF | 0.90 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 902,938 CHF | 912,938 CHF | 100.00% | 100.00% |
11/02/2025 | 1.16% | 0.89 CHF | 0.90 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 855,343 CHF | 865,343 CHF | 100.00% | 100.00% |
10/02/2025 | 1.14% | 0.86 CHF | 0.87 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 869,663 CHF | 879,663 CHF | 99.25% | 99.25% |
07/02/2025 | 1.08% | 0.88 CHF | 0.89 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 919,060 CHF | 929,060 CHF | 99.98% | 99.98% |