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 | 0.83% | 1.22 CHF | 1.23 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,201,030 CHF | 1,211,030 CHF | 100.00% | 100.00% |
19/02/2025 | 0.84% | 1.18 CHF | 1.19 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,186,410 CHF | 1,196,410 CHF | 99.76% | 99.76% |
18/02/2025 | 0.84% | 1.20 CHF | 1.21 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,190,420 CHF | 1,200,420 CHF | 100.00% | 100.00% |
17/02/2025 | 0.84% | 1.19 CHF | 1.20 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,184,840 CHF | 1,194,840 CHF | 100.00% | 100.00% |
14/02/2025 | 0.84% | 1.20 CHF | 1.21 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,186,770 CHF | 1,196,770 CHF | 100.00% | 100.00% |
13/02/2025 | 0.91% | 1.14 CHF | 1.15 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,097,400 CHF | 1,107,400 CHF | 99.98% | 99.98% |
12/02/2025 | 0.94% | 1.04 CHF | 1.05 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,057,020 CHF | 1,067,020 CHF | 100.00% | 100.00% |
11/02/2025 | 0.99% | 1.05 CHF | 1.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,009,970 CHF | 1,019,970 CHF | 100.00% | 100.00% |
10/02/2025 | 0.97% | 1.02 CHF | 1.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,023,750 CHF | 1,033,750 CHF | 99.24% | 99.24% |
07/02/2025 | 0.93% | 1.03 CHF | 1.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,071,150 CHF | 1,081,150 CHF | 100.00% | 100.00% |