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 | 2.77% | 0.36 CHF | 0.37 CHF | 450,000 | 100,000 | 467,745 | 100,000 | 166,625 CHF | 36,665 CHF | 99.16% | 99.16% |
03/02/2025 | 2.86% | 0.36 CHF | 0.37 CHF | 450,000 | 100,000 | 567,586 | 100,000 | 195,150 CHF | 35,466 CHF | 98.22% | 98.22% |
31/01/2025 | 2.33% | 0.41 CHF | 0.42 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 190,847 CHF | 43,411 CHF | 99.27% | 99.27% |
30/01/2025 | 2.39% | 0.44 CHF | 0.45 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 186,184 CHF | 42,374 CHF | 99.25% | 99.25% |
29/01/2025 | 2.32% | 0.43 CHF | 0.44 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 191,900 CHF | 43,645 CHF | 99.17% | 99.17% |
28/01/2025 | 2.25% | 0.43 CHF | 0.44 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 198,070 CHF | 45,016 CHF | 99.17% | 99.17% |
27/01/2025 | 2.37% | 0.46 CHF | 0.47 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 187,520 CHF | 42,671 CHF | 99.17% | 99.17% |
24/01/2025 | 3.28% | 0.29 CHF | 0.30 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 179,927 CHF | 30,988 CHF | 98.59% | 98.59% |
23/01/2025 | 3.14% | 0.31 CHF | 0.32 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 188,281 CHF | 32,380 CHF | 99.16% | 99.16% |
22/01/2025 | 3.02% | 0.32 CHF | 0.33 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 195,961 CHF | 33,660 CHF | 95.14% | 95.14% |