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 | 47.62% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 16,000 CHF | 26,000 CHF | 100.00% | 100.00% |
03/02/2025 | 48.07% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 15,820 CHF | 25,820 CHF | 100.00% | 100.00% |
31/01/2025 | 41.93% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 18,890 CHF | 28,890 CHF | 100.00% | 100.00% |
30/01/2025 | 43.01% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 18,271 CHF | 28,271 CHF | 100.00% | 100.00% |
29/01/2025 | 41.77% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 18,984 CHF | 28,984 CHF | 100.00% | 100.00% |
28/01/2025 | 40.96% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 19,450 CHF | 29,450 CHF | 100.00% | 100.00% |
27/01/2025 | 42.76% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 18,415 CHF | 28,415 CHF | 99.87% | 99.87% |
24/01/2025 | 53.73% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 13,644 CHF | 23,644 CHF | 100.00% | 100.00% |
23/01/2025 | 52.68% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 999,170 | 999,170 | 13,988 CHF | 23,988 CHF | 100.00% | 100.00% |
22/01/2025 | 52.69% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 998,716 | 998,716 | 13,990 CHF | 23,990 CHF | 100.00% | 100.00% |