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 | 1.56% | 0.66 CHF | 0.67 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 637,527 CHF | 647,527 CHF | 100.00% | 100.00% |
19/02/2025 | 1.60% | 0.61 CHF | 0.62 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 621,400 CHF | 631,400 CHF | 99.76% | 99.76% |
18/02/2025 | 1.58% | 0.64 CHF | 0.65 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 627,621 CHF | 637,621 CHF | 100.00% | 100.00% |
17/02/2025 | 1.60% | 0.63 CHF | 0.64 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 621,855 CHF | 631,855 CHF | 100.00% | 100.00% |
14/02/2025 | 1.59% | 0.64 CHF | 0.65 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 623,648 CHF | 633,648 CHF | 100.00% | 100.00% |
13/02/2025 | 1.86% | 0.58 CHF | 0.59 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 534,395 CHF | 544,395 CHF | 99.98% | 99.98% |
12/02/2025 | 2.01% | 0.48 CHF | 0.49 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 492,568 CHF | 502,568 CHF | 99.99% | 99.99% |
11/02/2025 | 2.21% | 0.48 CHF | 0.49 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 447,804 CHF | 457,804 CHF | 100.00% | 100.00% |
10/02/2025 | 2.14% | 0.45 CHF | 0.46 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 462,938 CHF | 472,938 CHF | 99.27% | 99.27% |
07/02/2025 | 1.94% | 0.47 CHF | 0.48 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 509,831 CHF | 519,831 CHF | 100.00% | 100.00% |