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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03/02/2025 | 1.02% | 0.99 CHF | 1.00 CHF | 75,000 | 75,000 | 74,476 | 74,476 | 72,601 CHF | 73,346 CHF | 95.82% | 95.82% |
31/01/2025 | 0.73% | 1.52 CHF | 1.53 CHF | 50,000 | 50,000 | 60,089 | 60,089 | 82,258 CHF | 82,859 CHF | 97.05% | 97.05% |
30/01/2025 | 0.77% | 1.09 CHF | 1.10 CHF | 75,000 | 75,000 | 60,994 | 60,994 | 78,613 CHF | 79,222 CHF | 95.64% | 95.64% |
29/01/2025 | 0.71% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 50,449 | 50,449 | 70,955 CHF | 71,459 CHF | 97.54% | 97.54% |
28/01/2025 | 0.81% | 1.10 CHF | 1.11 CHF | 75,000 | 75,000 | 62,691 | 62,691 | 76,923 CHF | 77,550 CHF | 96.47% | 96.47% |
27/01/2025 | 0.74% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,130 CHF | 68,631 CHF | 94.02% | 94.02% |
24/01/2025 | 0.37% | 2.61 CHF | 2.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 135,511 CHF | 136,011 CHF | 98.42% | 98.42% |
23/01/2025 | 0.39% | 2.67 CHF | 2.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 129,397 CHF | 129,897 CHF | 99.23% | 99.23% |
22/01/2025 | 0.39% | 2.67 CHF | 2.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 129,483 CHF | 129,983 CHF | 99.46% | 99.46% |
21/01/2025 | 0.47% | 2.15 CHF | 2.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 106,379 CHF | 106,879 CHF | 99.37% | 99.37% |