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 | 0.63% | 1.62 CHF | 1.63 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,592,760 CHF | 1,602,760 CHF | 100.00% | 100.00% |
19/02/2025 | 0.63% | 1.57 CHF | 1.58 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,579,620 CHF | 1,589,620 CHF | 99.76% | 99.76% |
18/02/2025 | 0.63% | 1.59 CHF | 1.60 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,582,850 CHF | 1,592,850 CHF | 100.00% | 100.00% |
17/02/2025 | 0.63% | 1.59 CHF | 1.60 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,577,290 CHF | 1,587,290 CHF | 100.00% | 100.00% |
14/02/2025 | 0.63% | 1.59 CHF | 1.60 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,578,380 CHF | 1,588,380 CHF | 100.00% | 100.00% |
13/02/2025 | 0.67% | 1.53 CHF | 1.54 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,492,030 CHF | 1,502,030 CHF | 100.00% | 100.00% |
12/02/2025 | 0.69% | 1.44 CHF | 1.45 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,453,120 CHF | 1,463,120 CHF | 100.00% | 100.00% |
11/02/2025 | 0.71% | 1.44 CHF | 1.45 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,405,730 CHF | 1,415,730 CHF | 100.00% | 100.00% |
10/02/2025 | 0.70% | 1.41 CHF | 1.42 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,419,460 CHF | 1,429,460 CHF | 99.26% | 99.26% |
07/02/2025 | 0.68% | 1.43 CHF | 1.44 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,466,350 CHF | 1,476,350 CHF | 100.00% | 100.00% |