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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03/02/2025 | 56.22% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 10,439 CHF | 5,980 CHF | 98.23% | 98.23% |
31/01/2025 | 66.67% | 0.01 CHF | 0.02 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 7,500 CHF | 5,000 CHF | 99.26% | 99.26% |
30/01/2025 | 66.67% | 0.01 CHF | 0.02 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 7,500 CHF | 5,000 CHF | 99.24% | 99.24% |
29/01/2025 | 62.95% | 0.01 CHF | 0.02 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 8,547 CHF | 5,349 CHF | 99.17% | 99.17% |
28/01/2025 | 43.52% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 14,101 CHF | 7,200 CHF | 99.17% | 99.17% |
27/01/2025 | 39.72% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 15,181 CHF | 7,560 CHF | 99.17% | 99.17% |
24/01/2025 | 60.76% | 0.01 CHF | 0.02 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 9,160 CHF | 5,553 CHF | 98.58% | 98.58% |
23/01/2025 | 61.48% | 0.01 CHF | 0.02 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 8,958 CHF | 5,486 CHF | 99.16% | 99.16% |
22/01/2025 | 45.70% | 0.01 CHF | 0.02 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 13,397 CHF | 6,966 CHF | 95.15% | 95.15% |
21/01/2025 | 40.16% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 14,998 CHF | 7,499 CHF | 99.02% | 99.02% |