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 | 0.69% | 1.46 CHF | 1.47 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,439,410 CHF | 1,449,410 CHF | 100.00% | 100.00% |
19/02/2025 | 0.70% | 1.42 CHF | 1.43 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,424,880 CHF | 1,434,880 CHF | 99.76% | 99.76% |
18/02/2025 | 0.70% | 1.44 CHF | 1.45 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,429,340 CHF | 1,439,340 CHF | 100.00% | 100.00% |
17/02/2025 | 0.70% | 1.43 CHF | 1.44 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,423,570 CHF | 1,433,570 CHF | 100.00% | 100.00% |
14/02/2025 | 0.70% | 1.44 CHF | 1.45 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,424,630 CHF | 1,434,630 CHF | 100.00% | 100.00% |
13/02/2025 | 0.74% | 1.38 CHF | 1.39 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,337,850 CHF | 1,347,850 CHF | 99.98% | 99.98% |
12/02/2025 | 0.77% | 1.28 CHF | 1.29 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,298,820 CHF | 1,308,820 CHF | 100.00% | 100.00% |
11/02/2025 | 0.80% | 1.29 CHF | 1.30 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,250,650 CHF | 1,260,650 CHF | 100.00% | 100.00% |
10/02/2025 | 0.79% | 1.26 CHF | 1.27 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,264,150 CHF | 1,274,150 CHF | 99.25% | 99.25% |
07/02/2025 | 0.76% | 1.27 CHF | 1.28 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,310,700 CHF | 1,320,700 CHF | 99.99% | 99.99% |