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 |
---|---|---|---|---|---|---|---|---|---|---|---|
04/02/2025 | 8.11% | 0.12 CHF | 0.13 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 14,800 CHF | 16,050 CHF | 98.39% | 98.39% |
03/02/2025 | 8.68% | 0.12 CHF | 0.13 CHF | 125,000 | 125,000 | 124,659 | 124,659 | 13,779 CHF | 15,025 CHF | 98.27% | 98.27% |
31/01/2025 | 5.93% | 0.15 CHF | 0.16 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 16,383 CHF | 17,383 CHF | 99.10% | 99.10% |
30/01/2025 | 6.13% | 0.18 CHF | 0.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 15,841 CHF | 16,841 CHF | 97.65% | 97.65% |
29/01/2025 | 5.85% | 0.17 CHF | 0.18 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 16,625 CHF | 17,625 CHF | 100.00% | 100.00% |
28/01/2025 | 5.51% | 0.17 CHF | 0.18 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 17,748 CHF | 18,748 CHF | 100.00% | 100.00% |
27/01/2025 | 5.82% | 0.19 CHF | 0.20 CHF | 100,000 | 100,000 | 100,878 | 100,933 | 16,901 CHF | 17,920 CHF | 99.46% | 99.46% |
24/01/2025 | 9.86% | 0.09 CHF | 0.10 CHF | 150,000 | 150,000 | 152,611 | 152,611 | 14,760 CHF | 16,286 CHF | 100.00% | 100.00% |
23/01/2025 | 9.19% | 0.10 CHF | 0.11 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 15,598 CHF | 17,098 CHF | 100.00% | 100.00% |
22/01/2025 | 8.64% | 0.11 CHF | 0.12 CHF | 150,000 | 150,000 | 134,706 | 134,709 | 14,921 CHF | 16,269 CHF | 100.00% | 100.00% |