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 | 0.71% | 1.42 CHF | 1.43 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,397,920 CHF | 1,407,920 CHF | 100.00% | 100.00% |
19/02/2025 | 0.72% | 1.38 CHF | 1.39 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,383,980 CHF | 1,393,980 CHF | 99.76% | 99.76% |
18/02/2025 | 0.72% | 1.40 CHF | 1.41 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,388,140 CHF | 1,398,140 CHF | 100.00% | 100.00% |
17/02/2025 | 0.72% | 1.39 CHF | 1.40 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,382,020 CHF | 1,392,020 CHF | 100.00% | 100.00% |
14/02/2025 | 0.72% | 1.39 CHF | 1.40 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,382,940 CHF | 1,392,940 CHF | 100.00% | 100.00% |
13/02/2025 | 0.77% | 1.34 CHF | 1.35 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,296,050 CHF | 1,306,050 CHF | 99.98% | 99.98% |
12/02/2025 | 0.79% | 1.24 CHF | 1.25 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,256,540 CHF | 1,266,540 CHF | 100.00% | 100.00% |
11/02/2025 | 0.82% | 1.25 CHF | 1.26 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,208,920 CHF | 1,218,920 CHF | 100.00% | 100.00% |
10/02/2025 | 0.81% | 1.21 CHF | 1.22 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,222,400 CHF | 1,232,400 CHF | 99.27% | 99.27% |
07/02/2025 | 0.78% | 1.23 CHF | 1.24 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,269,940 CHF | 1,279,940 CHF | 99.98% | 99.98% |