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 | 107.69% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 6,000 CHF | 20,000 CHF | 100.00% | 100.00% |
03/02/2025 | 107.69% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 6,000 CHF | 20,000 CHF | 99.55% | 99.55% |
31/01/2025 | 85.71% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 8,000 CHF | 20,000 CHF | 100.00% | 100.00% |
30/01/2025 | 86.82% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 7,899 CHF | 20,000 CHF | 100.00% | 100.00% |
29/01/2025 | 85.71% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 8,000 CHF | 20,000 CHF | 100.00% | 100.00% |
28/01/2025 | 85.71% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 8,000 CHF | 20,000 CHF | 100.00% | 100.00% |
27/01/2025 | 87.89% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 7,802 CHF | 20,000 CHF | 100.00% | 100.00% |
24/01/2025 | 128.55% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,373 CHF | 20,000 CHF | 100.00% | 100.00% |
23/01/2025 | 110.43% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 999,202 | 999,202 | 5,785 CHF | 19,995 CHF | 100.00% | 100.00% |
22/01/2025 | 107.78% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 998,697 | 998,697 | 5,992 CHF | 19,992 CHF | 100.00% | 100.00% |