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 | 1.12% | 89.50 % | 90.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,122 CHF | 90,122 CHF | 98.07% | 98.07% |
03/02/2025 | 1.13% | 89.50 % | 90.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,095 CHF | 89,095 CHF | 74.44% | 74.44% |
31/01/2025 | 1.10% | 90.30 % | 91.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,794 CHF | 91,794 CHF | 98.01% | 98.01% |
30/01/2025 | 1.09% | 90.95 % | 91.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,012 CHF | 92,012 CHF | 96.00% | 96.00% |
29/01/2025 | 1.09% | 91.20 % | 92.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,896 CHF | 91,896 CHF | 99.83% | 99.83% |
28/01/2025 | 1.10% | 90.55 % | 91.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,340 CHF | 91,340 CHF | 63.06% | 63.06% |
27/01/2025 | 1.11% | 90.35 % | 91.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,868 CHF | 90,868 CHF | 98.23% | 98.23% |
24/01/2025 | 1.11% | 89.15 % | 90.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,303 CHF | 90,303 CHF | 99.69% | 99.69% |
23/01/2025 | 1.14% | 87.70 % | 88.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,166 CHF | 88,166 CHF | 99.14% | 99.14% |
22/01/2025 | 1.12% | 87.15 % | 88.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,511 CHF | 89,511 CHF | 99.33% | 99.33% |