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 | 107.72% | 0.01 CHF | 0.02 CHF | 680,000 | 680,000 | 280,350 | 280,350 | 1,712 CHF | 5,614 CHF | 99.21% | 99.21% |
03/02/2025 | 108.03% | 0.01 CHF | 0.02 CHF | 680,000 | 680,000 | 281,575 | 281,575 | 1,703 CHF | 5,639 CHF | 99.72% | 99.72% |
31/01/2025 | 91.32% | 0.01 CHF | 0.02 CHF | 660,000 | 660,000 | 202,980 | 202,980 | 1,389 CHF | 4,079 CHF | 99.06% | 99.06% |
30/01/2025 | 108.13% | 0.01 CHF | 0.02 CHF | 680,000 | 680,000 | 273,701 | 273,701 | 1,683 CHF | 5,501 CHF | 100.00% | 100.00% |
29/01/2025 | 132.16% | 0.01 CHF | 0.02 CHF | 660,000 | 660,000 | 270,817 | 270,817 | 1,176 CHF | 5,436 CHF | 100.00% | 100.00% |
28/01/2025 | 126.06% | 0.00 CHF | 0.02 CHF | 660,000 | 660,000 | 262,362 | 262,362 | 1,129 CHF | 5,266 CHF | 99.82% | 99.82% |
27/01/2025 | 126.92% | 0.00 CHF | 0.02 CHF | 640,000 | 640,000 | 256,173 | 256,173 | 1,083 CHF | 5,154 CHF | 99.46% | 99.46% |
24/01/2025 | 157.19% | 0.01 CHF | 0.02 CHF | 620,000 | 620,000 | 249,631 | 249,631 | 807 CHF | 5,014 CHF | 100.00% | 100.00% |
23/01/2025 | 134.77% | 0.00 CHF | 0.02 CHF | 620,000 | 620,000 | 246,090 | 246,090 | 954 CHF | 4,944 CHF | 99.76% | 99.76% |
22/01/2025 | 113.78% | 0.00 CHF | 0.02 CHF | 600,000 | 600,000 | 232,837 | 232,837 | 1,154 CHF | 4,677 CHF | 100.00% | 100.00% |