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 | 7.13% | 0.13 CHF | 0.14 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 101,560 CHF | 14,541 CHF | 99.16% | 99.16% |
03/02/2025 | 7.47% | 0.14 CHF | 0.15 CHF | 750,000 | 100,000 | 763,915 | 100,000 | 98,646 CHF | 13,939 CHF | 98.22% | 98.22% |
31/01/2025 | 5.30% | 0.17 CHF | 0.18 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 110,266 CHF | 19,378 CHF | 99.26% | 99.26% |
30/01/2025 | 5.51% | 0.20 CHF | 0.21 CHF | 600,000 | 100,000 | 647,669 | 100,000 | 114,277 CHF | 18,698 CHF | 99.25% | 99.25% |
29/01/2025 | 5.23% | 0.19 CHF | 0.20 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 111,759 CHF | 19,627 CHF | 99.17% | 99.17% |
28/01/2025 | 4.97% | 0.19 CHF | 0.20 CHF | 600,000 | 100,000 | 603,054 | 100,000 | 118,736 CHF | 20,703 CHF | 99.17% | 99.17% |
27/01/2025 | 5.21% | 0.22 CHF | 0.23 CHF | 600,000 | 100,000 | 666,105 | 100,000 | 124,229 CHF | 19,753 CHF | 99.17% | 99.17% |
24/01/2025 | 8.10% | 0.11 CHF | 0.12 CHF | 900,000 | 100,000 | 903,927 | 100,000 | 107,433 CHF | 12,892 CHF | 98.58% | 98.58% |
23/01/2025 | 7.46% | 0.13 CHF | 0.14 CHF | 900,000 | 100,000 | 900,000 | 100,000 | 116,200 CHF | 13,911 CHF | 99.17% | 99.17% |
22/01/2025 | 7.04% | 0.13 CHF | 0.14 CHF | 900,000 | 100,000 | 861,235 | 100,000 | 117,998 CHF | 14,714 CHF | 95.14% | 95.14% |