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 | 2.98% | 0.33 CHF | 0.34 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 198,545 CHF | 34,091 CHF | 99.16% | 99.16% |
03/02/2025 | 3.07% | 0.34 CHF | 0.35 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 192,573 CHF | 33,096 CHF | 98.22% | 98.22% |
31/01/2025 | 2.58% | 0.37 CHF | 0.38 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 229,411 CHF | 39,235 CHF | 99.26% | 99.26% |
30/01/2025 | 2.63% | 0.40 CHF | 0.41 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 225,194 CHF | 38,532 CHF | 99.25% | 99.25% |
29/01/2025 | 2.55% | 0.39 CHF | 0.40 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 231,939 CHF | 39,657 CHF | 99.17% | 99.17% |
28/01/2025 | 2.48% | 0.39 CHF | 0.40 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 239,364 CHF | 40,894 CHF | 99.17% | 99.17% |
27/01/2025 | 2.59% | 0.41 CHF | 0.42 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 229,100 CHF | 39,183 CHF | 99.17% | 99.17% |
24/01/2025 | 3.47% | 0.28 CHF | 0.29 CHF | 750,000 | 100,000 | 739,988 | 100,000 | 209,357 CHF | 29,315 CHF | 98.58% | 98.58% |
23/01/2025 | 3.34% | 0.29 CHF | 0.30 CHF | 750,000 | 100,000 | 694,807 | 100,000 | 204,480 CHF | 30,470 CHF | 99.16% | 99.16% |
22/01/2025 | 3.23% | 0.30 CHF | 0.31 CHF | 600,000 | 100,000 | 615,537 | 100,000 | 187,301 CHF | 31,461 CHF | 95.14% | 95.14% |