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 | 0.80% | 1.27 CHF | 1.28 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,242,840 CHF | 1,252,840 CHF | 100.00% | 100.00% |
19/02/2025 | 0.81% | 1.22 CHF | 1.23 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,228,920 CHF | 1,238,920 CHF | 99.76% | 99.76% |
18/02/2025 | 0.81% | 1.24 CHF | 1.25 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,234,080 CHF | 1,244,080 CHF | 100.00% | 100.00% |
17/02/2025 | 0.81% | 1.24 CHF | 1.25 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,228,430 CHF | 1,238,430 CHF | 100.00% | 100.00% |
14/02/2025 | 0.81% | 1.24 CHF | 1.25 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,229,070 CHF | 1,239,070 CHF | 100.00% | 100.00% |
13/02/2025 | 0.87% | 1.18 CHF | 1.19 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,140,880 CHF | 1,150,880 CHF | 100.00% | 100.00% |
12/02/2025 | 0.90% | 1.08 CHF | 1.09 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,100,810 CHF | 1,110,810 CHF | 99.99% | 99.99% |
11/02/2025 | 0.95% | 1.09 CHF | 1.10 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,052,480 CHF | 1,062,480 CHF | 100.00% | 100.00% |
10/02/2025 | 0.93% | 1.06 CHF | 1.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,066,480 CHF | 1,076,480 CHF | 99.26% | 99.26% |
07/02/2025 | 0.89% | 1.07 CHF | 1.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,115,150 CHF | 1,125,150 CHF | 100.00% | 100.00% |