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 | 1.36% | 0.73 CHF | 0.74 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 329,198 CHF | 37,078 CHF | 99.16% | 99.16% |
03/02/2025 | 1.40% | 0.74 CHF | 0.75 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 320,460 CHF | 36,107 CHF | 98.20% | 98.20% |
31/01/2025 | 1.20% | 0.81 CHF | 0.82 CHF | 450,000 | 50,000 | 437,701 | 50,000 | 361,654 CHF | 41,843 CHF | 99.26% | 99.26% |
30/01/2025 | 1.23% | 0.85 CHF | 0.86 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 363,631 CHF | 40,904 CHF | 99.24% | 99.24% |
29/01/2025 | 1.20% | 0.83 CHF | 0.84 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 371,267 CHF | 41,752 CHF | 99.17% | 99.17% |
28/01/2025 | 1.18% | 0.82 CHF | 0.83 CHF | 450,000 | 50,000 | 422,364 | 50,000 | 354,246 CHF | 42,567 CHF | 99.17% | 99.17% |
27/01/2025 | 1.24% | 0.86 CHF | 0.87 CHF | 450,000 | 50,000 | 449,775 | 50,000 | 361,457 CHF | 40,683 CHF | 99.16% | 99.16% |
24/01/2025 | 1.56% | 0.62 CHF | 0.63 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 286,148 CHF | 32,294 CHF | 98.58% | 98.58% |
23/01/2025 | 1.51% | 0.65 CHF | 0.66 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 295,202 CHF | 33,300 CHF | 99.17% | 99.17% |
22/01/2025 | 1.48% | 0.66 CHF | 0.67 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 302,376 CHF | 34,097 CHF | 95.15% | 95.15% |