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 | 0.55% | 2.15 CHF | 2.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 108,409 CHF | 109,006 CHF | 98.22% | 98.22% |
03/02/2025 | 0.62% | 2.06 CHF | 2.07 CHF | 50,000 | 50,000 | 49,059 | 48,824 | 98,777 CHF | 98,913 CHF | 98.86% | 98.86% |
31/01/2025 | 0.59% | 1.95 CHF | 1.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 98,472 CHF | 99,054 CHF | 86.78% | 86.78% |
30/01/2025 | 0.65% | 2.07 CHF | 2.08 CHF | 50,000 | 50,000 | 46,574 | 46,574 | 96,493 CHF | 97,092 CHF | 98.13% | 98.13% |
29/01/2025 | 1.16% | 1.91 CHF | 1.94 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 47,329 CHF | 47,883 CHF | 89.30% | 89.30% |
28/01/2025 | 0.55% | 2.11 CHF | 2.13 CHF | 25,000 | 25,000 | 49,983 | 49,983 | 107,080 CHF | 107,675 CHF | 99.33% | 99.33% |
27/01/2025 | 0.57% | 2.04 CHF | 2.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 102,489 CHF | 103,070 CHF | 99.52% | 99.52% |
24/01/2025 | 0.58% | 2.05 CHF | 2.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 101,311 CHF | 101,903 CHF | 99.87% | 99.87% |
23/01/2025 | 0.58% | 1.98 CHF | 1.99 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 99,716 CHF | 100,291 CHF | 99.31% | 99.31% |
22/01/2025 | 0.57% | 1.96 CHF | 1.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 97,057 CHF | 97,609 CHF | 99.95% | 99.95% |