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 | 1.28% | 0.77 CHF | 0.78 CHF | 450,000 | 60,000 | 450,000 | 60,000 | 348,026 CHF | 47,004 CHF | 99.16% | 99.16% |
03/02/2025 | 1.31% | 0.78 CHF | 0.79 CHF | 450,000 | 60,000 | 450,000 | 60,000 | 340,138 CHF | 45,952 CHF | 98.21% | 98.21% |
31/01/2025 | 1.16% | 0.85 CHF | 0.86 CHF | 450,000 | 60,000 | 450,000 | 60,000 | 386,631 CHF | 52,151 CHF | 99.27% | 99.27% |
30/01/2025 | 1.18% | 0.88 CHF | 0.89 CHF | 450,000 | 60,000 | 450,000 | 60,000 | 379,743 CHF | 51,233 CHF | 99.25% | 99.25% |
29/01/2025 | 1.16% | 0.86 CHF | 0.87 CHF | 450,000 | 60,000 | 450,000 | 60,000 | 387,054 CHF | 52,207 CHF | 99.17% | 99.17% |
28/01/2025 | 1.14% | 0.86 CHF | 0.87 CHF | 450,000 | 60,000 | 450,000 | 60,000 | 394,010 CHF | 53,135 CHF | 99.17% | 99.17% |
27/01/2025 | 1.18% | 0.90 CHF | 0.91 CHF | 450,000 | 60,000 | 450,000 | 60,000 | 378,684 CHF | 51,091 CHF | 99.17% | 99.17% |
24/01/2025 | 1.45% | 0.67 CHF | 0.68 CHF | 450,000 | 60,000 | 450,000 | 60,000 | 308,666 CHF | 41,756 CHF | 98.58% | 98.58% |
23/01/2025 | 1.41% | 0.70 CHF | 0.71 CHF | 450,000 | 60,000 | 450,000 | 60,000 | 316,997 CHF | 42,866 CHF | 99.16% | 99.16% |
22/01/2025 | 1.38% | 0.71 CHF | 0.72 CHF | 450,000 | 60,000 | 450,000 | 60,000 | 323,601 CHF | 43,747 CHF | 95.14% | 95.14% |