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 | 107.77% | 0.01 CHF | 0.02 CHF | 680,000 | 680,000 | 280,539 | 280,539 | 1,710 CHF | 5,618 CHF | 99.21% | 99.21% |
03/02/2025 | 109.13% | 0.00 CHF | 0.02 CHF | 680,000 | 680,000 | 281,706 | 281,706 | 1,644 CHF | 5,641 CHF | 99.64% | 99.64% |
31/01/2025 | 91.53% | 0.01 CHF | 0.02 CHF | 660,000 | 660,000 | 202,995 | 202,995 | 1,379 CHF | 4,079 CHF | 99.06% | 99.06% |
30/01/2025 | 108.17% | 0.01 CHF | 0.02 CHF | 680,000 | 680,000 | 273,713 | 273,713 | 1,680 CHF | 5,501 CHF | 100.00% | 100.00% |
29/01/2025 | 132.70% | 0.01 CHF | 0.02 CHF | 660,000 | 660,000 | 270,818 | 270,818 | 1,149 CHF | 5,436 CHF | 100.00% | 100.00% |
28/01/2025 | 134.00% | 0.00 CHF | 0.02 CHF | 660,000 | 660,000 | 262,351 | 262,351 | 1,045 CHF | 5,266 CHF | 99.82% | 99.82% |
27/01/2025 | 137.76% | 0.00 CHF | 0.02 CHF | 640,000 | 640,000 | 255,832 | 255,832 | 874 CHF | 5,149 CHF | 99.37% | 99.37% |
24/01/2025 | 158.09% | 0.00 CHF | 0.02 CHF | 620,000 | 620,000 | 249,609 | 249,609 | 764 CHF | 5,013 CHF | 100.00% | 100.00% |
23/01/2025 | 162.93% | 0.00 CHF | 0.02 CHF | 620,000 | 620,000 | 246,123 | 246,123 | 538 CHF | 4,946 CHF | 99.76% | 99.76% |
22/01/2025 | 137.14% | 0.00 CHF | 0.02 CHF | 600,000 | 600,000 | 232,891 | 232,891 | 808 CHF | 4,680 CHF | 100.00% | 100.00% |