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 | 0.25% | 4.11 CHF | 4.12 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 642,875 CHF | 644,475 CHF | 99.90% | 99.90% |
31/01/2025 | 0.25% | 4.02 CHF | 4.03 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 633,066 CHF | 634,666 CHF | 100.00% | 100.00% |
30/01/2025 | 0.27% | 3.88 CHF | 3.89 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 603,054 CHF | 604,654 CHF | 99.83% | 99.83% |
29/01/2025 | 0.28% | 3.57 CHF | 3.58 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 577,673 CHF | 579,273 CHF | 100.00% | 100.00% |
28/01/2025 | 0.28% | 3.60 CHF | 3.61 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 561,180 CHF | 562,780 CHF | 99.93% | 99.93% |
27/01/2025 | 0.28% | 3.45 CHF | 3.46 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 575,656 CHF | 577,256 CHF | 100.00% | 100.00% |
24/01/2025 | 0.26% | 3.76 CHF | 3.77 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 607,808 CHF | 609,408 CHF | 100.00% | 100.00% |
23/01/2025 | 0.28% | 3.56 CHF | 3.57 CHF | 160,000 | 160,000 | 159,917 | 159,917 | 569,499 CHF | 571,099 CHF | 100.00% | 100.00% |
22/01/2025 | 0.28% | 3.65 CHF | 3.66 CHF | 160,000 | 160,000 | 159,795 | 159,795 | 581,035 CHF | 582,635 CHF | 100.00% | 100.00% |
21/01/2025 | 0.29% | 3.50 CHF | 3.51 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 542,796 CHF | 544,396 CHF | 99.88% | 99.88% |