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 | 16.68% | 0.06 CHF | 0.07 CHF | 275,000 | 275,000 | 275,438 | 275,437 | 15,141 CHF | 17,895 CHF | 98.39% | 98.39% |
03/02/2025 | 15.55% | 0.06 CHF | 0.07 CHF | 275,000 | 275,000 | 257,162 | 254,763 | 15,246 CHF | 17,674 CHF | 98.27% | 98.27% |
31/01/2025 | 19.90% | 0.05 CHF | 0.06 CHF | 350,000 | 250,000 | 346,720 | 255,727 | 15,688 CHF | 14,147 CHF | 99.09% | 99.09% |
30/01/2025 | 18.27% | 0.05 CHF | 0.06 CHF | 325,000 | 325,000 | 318,582 | 316,693 | 15,853 CHF | 18,928 CHF | 97.65% | 97.65% |
29/01/2025 | 19.33% | 0.05 CHF | 0.06 CHF | 325,000 | 325,000 | 338,042 | 278,363 | 15,814 CHF | 15,890 CHF | 100.00% | 100.00% |
28/01/2025 | 18.70% | 0.05 CHF | 0.06 CHF | 325,000 | 325,000 | 339,489 | 306,338 | 16,456 CHF | 18,024 CHF | 100.00% | 100.00% |
27/01/2025 | 16.25% | 0.05 CHF | 0.06 CHF | 350,000 | 350,000 | 292,874 | 292,876 | 16,557 CHF | 19,485 CHF | 99.46% | 99.46% |
24/01/2025 | 11.21% | 0.09 CHF | 0.10 CHF | 175,000 | 175,000 | 193,737 | 193,737 | 16,307 CHF | 18,244 CHF | 100.00% | 100.00% |
23/01/2025 | 11.72% | 0.08 CHF | 0.09 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 16,065 CHF | 18,065 CHF | 100.00% | 100.00% |
22/01/2025 | 11.82% | 0.08 CHF | 0.09 CHF | 200,000 | 200,000 | 204,927 | 204,927 | 16,309 CHF | 18,358 CHF | 100.00% | 100.00% |