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 | 6.64% | 0.18 CHF | 0.19 CHF | 185,979 | 50,000 | 178,298 | 50,000 | 34,625 CHF | 10,384 CHF | 100.00% | 100.00% |
03/02/2025 | 6.20% | 0.23 CHF | 0.25 CHF | 158,773 | 50,000 | 158,208 | 48,648 | 38,061 CHF | 12,439 CHF | 99.83% | 99.83% |
31/01/2025 | 4.02% | 0.32 CHF | 0.33 CHF | 131,084 | 50,000 | 128,454 | 50,000 | 43,525 CHF | 17,654 CHF | 100.00% | 100.00% |
30/01/2025 | 4.01% | 0.36 CHF | 0.37 CHF | 123,542 | 50,000 | 124,421 | 50,000 | 44,757 CHF | 18,730 CHF | 99.33% | 99.33% |
29/01/2025 | 3.90% | 0.32 CHF | 0.33 CHF | 133,364 | 50,000 | 126,415 | 50,000 | 44,836 CHF | 18,452 CHF | 100.00% | 100.00% |
28/01/2025 | 4.62% | 0.30 CHF | 0.32 CHF | 140,391 | 50,000 | 139,402 | 50,000 | 42,825 CHF | 16,094 CHF | 100.00% | 100.00% |
27/01/2025 | 5.00% | 0.32 CHF | 0.34 CHF | 137,516 | 50,000 | 143,047 | 50,000 | 42,425 CHF | 15,617 CHF | 99.99% | 99.99% |
24/01/2025 | 3.69% | 0.39 CHF | 0.40 CHF | 122,577 | 50,000 | 119,470 | 50,000 | 48,203 CHF | 20,942 CHF | 100.00% | 100.00% |
23/01/2025 | 3.76% | 0.38 CHF | 0.39 CHF | 126,738 | 50,000 | 127,696 | 50,000 | 47,108 CHF | 19,156 CHF | 99.32% | 99.32% |
22/01/2025 | 3.85% | 0.37 CHF | 0.38 CHF | 127,419 | 50,000 | 126,879 | 50,000 | 47,759 CHF | 19,562 CHF | 75.55% | 75.55% |