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 | 49.66% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,589 | 250,000 | 15,089 CHF | 6,292 CHF | 98.44% | 98.44% |
03/02/2025 | 46.24% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,241 | 250,000 | 16,748 CHF | 6,719 CHF | 98.61% | 98.61% |
31/01/2025 | 61.83% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,700 | 250,000 | 11,357 CHF | 5,363 CHF | 99.10% | 99.10% |
30/01/2025 | 54.55% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 13,635 CHF | 5,909 CHF | 97.71% | 97.71% |
29/01/2025 | 39.96% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 998,872 | 253,391 | 20,356 CHF | 7,699 CHF | 100.00% | 100.00% |
28/01/2025 | 16.50% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 912,862 | 466,396 | 50,768 CHF | 30,603 CHF | 100.00% | 100.00% |
27/01/2025 | 13.00% | 0.07 CHF | 0.08 CHF | 850,000 | 425,000 | 706,412 | 364,137 | 50,769 CHF | 29,827 CHF | 100.00% | 100.00% |
24/01/2025 | 15.23% | 0.06 CHF | 0.07 CHF | 775,000 | 400,000 | 835,264 | 420,085 | 50,692 CHF | 29,701 CHF | 100.00% | 100.00% |
23/01/2025 | 13.47% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 732,211 | 378,346 | 50,722 CHF | 29,995 CHF | 100.00% | 100.00% |
22/01/2025 | 13.18% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 713,357 | 369,175 | 50,575 CHF | 29,868 CHF | 100.00% | 100.00% |