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 | 0.61% | 1.66 CHF | 1.67 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,633,400 CHF | 1,643,400 CHF | 100.00% | 100.00% |
19/02/2025 | 0.62% | 1.61 CHF | 1.62 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,620,440 CHF | 1,630,440 CHF | 99.76% | 99.76% |
18/02/2025 | 0.61% | 1.63 CHF | 1.64 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,624,780 CHF | 1,634,780 CHF | 100.00% | 100.00% |
17/02/2025 | 0.62% | 1.63 CHF | 1.64 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,618,460 CHF | 1,628,460 CHF | 100.00% | 100.00% |
14/02/2025 | 0.62% | 1.63 CHF | 1.64 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,619,100 CHF | 1,629,100 CHF | 100.00% | 100.00% |
13/02/2025 | 0.65% | 1.57 CHF | 1.58 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,532,870 CHF | 1,542,870 CHF | 100.00% | 100.00% |
12/02/2025 | 0.67% | 1.48 CHF | 1.49 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,495,050 CHF | 1,505,050 CHF | 100.00% | 100.00% |
11/02/2025 | 0.69% | 1.48 CHF | 1.49 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,447,970 CHF | 1,457,970 CHF | 100.00% | 100.00% |
10/02/2025 | 0.68% | 1.45 CHF | 1.46 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,460,420 CHF | 1,470,420 CHF | 99.27% | 99.27% |
07/02/2025 | 0.66% | 1.47 CHF | 1.48 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,507,260 CHF | 1,517,260 CHF | 99.99% | 99.99% |