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 | 6.58% | 0.14 CHF | 0.15 CHF | 900,000 | 300,000 | 900,729 | 300,365 | 132,581 CHF | 47,214 CHF | 99.16% | 99.16% |
03/02/2025 | 6.88% | 0.15 CHF | 0.16 CHF | 900,000 | 300,000 | 921,343 | 310,672 | 129,313 CHF | 46,682 CHF | 98.22% | 98.22% |
31/01/2025 | 5.41% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 135,019 CHF | 47,506 CHF | 99.26% | 99.26% |
30/01/2025 | 5.53% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 823,617 | 274,539 | 144,505 CHF | 50,914 CHF | 99.24% | 99.24% |
29/01/2025 | 5.35% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 750,297 | 250,099 | 136,477 CHF | 47,993 CHF | 99.17% | 99.17% |
28/01/2025 | 5.09% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 755,593 | 251,864 | 144,958 CHF | 50,838 CHF | 99.17% | 99.17% |
27/01/2025 | 5.32% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 812,976 | 270,992 | 148,748 CHF | 52,293 CHF | 99.17% | 99.17% |
24/01/2025 | 7.78% | 0.12 CHF | 0.13 CHF | 1,000,000 | 350,000 | 1,000,000 | 350,000 | 123,874 CHF | 46,856 CHF | 98.58% | 98.58% |
23/01/2025 | 7.39% | 0.13 CHF | 0.14 CHF | 1,000,000 | 350,000 | 1,000,000 | 350,000 | 130,289 CHF | 49,101 CHF | 99.16% | 99.16% |
22/01/2025 | 6.98% | 0.13 CHF | 0.14 CHF | 1,000,000 | 350,000 | 988,863 | 344,431 | 136,868 CHF | 51,109 CHF | 95.14% | 95.14% |