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 | 24.74% | 0.04 CHF | 0.05 CHF | 775,000 | 250,000 | 822,493 | 250,000 | 29,143 CHF | 11,368 CHF | 98.21% | 98.21% |
03/02/2025 | 26.21% | 0.04 CHF | 0.05 CHF | 950,000 | 250,000 | 934,643 | 250,000 | 31,168 CHF | 10,827 CHF | 98.11% | 98.11% |
31/01/2025 | 30.97% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,144 | 250,000 | 27,282 CHF | 9,370 CHF | 99.17% | 99.17% |
30/01/2025 | 32.05% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 26,345 CHF | 9,086 CHF | 97.62% | 97.62% |
29/01/2025 | 29.09% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,451 CHF | 9,863 CHF | 100.00% | 100.00% |
28/01/2025 | 26.99% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 998,703 | 250,000 | 32,174 CHF | 10,555 CHF | 100.00% | 100.00% |
27/01/2025 | 26.25% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 974,056 | 250,000 | 32,341 CHF | 10,812 CHF | 100.00% | 100.00% |
24/01/2025 | 28.70% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,864 CHF | 9,966 CHF | 100.00% | 100.00% |
23/01/2025 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,005 CHF | 10,001 CHF | 100.00% | 100.00% |
22/01/2025 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,000 CHF | 10,000 CHF | 100.00% | 100.00% |