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 | 0.94% | 1.09 CHF | 1.10 CHF | 150,000 | 150,000 | 153,378 | 153,378 | 163,092 CHF | 164,626 CHF | 99.33% | 99.33% |
03/02/2025 | 0.95% | 1.06 CHF | 1.07 CHF | 150,000 | 150,000 | 473,648 | 184,795 | 492,442 CHF | 194,489 CHF | 94.60% | 94.60% |
31/01/2025 | 0.81% | 1.32 CHF | 1.33 CHF | 450,000 | 150,000 | 450,000 | 149,989 | 554,686 CHF | 186,381 CHF | 98.67% | 98.67% |
30/01/2025 | 0.84% | 1.09 CHF | 1.10 CHF | 450,000 | 150,000 | 396,650 | 150,000 | 471,390 CHF | 180,423 CHF | 97.50% | 97.50% |
29/01/2025 | 0.78% | 1.17 CHF | 1.18 CHF | 150,000 | 150,000 | 149,977 | 149,996 | 192,456 CHF | 193,981 CHF | 98.10% | 98.10% |
28/01/2025 | 0.84% | 1.10 CHF | 1.11 CHF | 150,000 | 150,000 | 150,000 | 149,989 | 177,844 CHF | 179,330 CHF | 97.54% | 97.54% |
27/01/2025 | 0.80% | 1.14 CHF | 1.15 CHF | 450,000 | 103,000 | 448,937 | 149,209 | 561,679 CHF | 188,220 CHF | 92.85% | 92.87% |
24/01/2025 | 0.55% | 1.78 CHF | 1.79 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 272,078 CHF | 273,578 CHF | 97.65% | 97.65% |
23/01/2025 | 0.56% | 1.80 CHF | 1.81 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 265,236 CHF | 266,736 CHF | 98.81% | 98.81% |
22/01/2025 | 0.56% | 1.80 CHF | 1.81 CHF | 150,000 | 150,000 | 327,446 | 149,886 | 575,536 CHF | 266,559 CHF | 97.11% | 97.11% |