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 | 3.09% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 239,415 CHF | 82,305 CHF | 99.16% | 99.16% |
03/02/2025 | 3.19% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 231,365 CHF | 79,622 CHF | 98.22% | 98.22% |
31/01/2025 | 2.75% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 215,652 CHF | 73,884 CHF | 99.27% | 99.27% |
30/01/2025 | 2.79% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 613,081 | 204,360 | 216,573 CHF | 74,235 CHF | 99.25% | 99.25% |
29/01/2025 | 2.72% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 217,536 CHF | 74,512 CHF | 99.17% | 99.17% |
28/01/2025 | 2.64% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 224,401 CHF | 76,800 CHF | 99.17% | 99.17% |
27/01/2025 | 2.75% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 633,946 | 211,315 | 227,289 CHF | 77,876 CHF | 99.17% | 99.17% |
24/01/2025 | 3.60% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 205,028 CHF | 70,843 CHF | 98.59% | 98.59% |
23/01/2025 | 3.49% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 211,363 CHF | 72,955 CHF | 99.16% | 99.16% |
22/01/2025 | 3.35% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 220,036 CHF | 75,845 CHF | 95.15% | 95.15% |