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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/02/2025 | 0.65% | 1.51 CHF | 1.52 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 307,662 CHF | 309,662 CHF | 99.99% | 99.99% |
19/02/2025 | 0.64% | 1.57 CHF | 1.58 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 312,115 CHF | 314,115 CHF | 98.90% | 98.90% |
18/02/2025 | 0.64% | 1.54 CHF | 1.55 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 310,001 CHF | 312,001 CHF | 99.99% | 99.99% |
17/02/2025 | 0.64% | 1.55 CHF | 1.56 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 311,413 CHF | 313,413 CHF | 100.00% | 100.00% |
14/02/2025 | 0.64% | 1.54 CHF | 1.55 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 312,291 CHF | 314,291 CHF | 99.99% | 99.99% |
13/02/2025 | 0.60% | 1.62 CHF | 1.63 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 334,593 CHF | 336,593 CHF | 99.59% | 99.59% |
12/02/2025 | 0.58% | 1.75 CHF | 1.76 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 345,980 CHF | 347,997 CHF | 98.39% | 98.39% |
11/02/2025 | 0.56% | 1.74 CHF | 1.75 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 356,381 CHF | 358,381 CHF | 99.99% | 99.99% |
10/02/2025 | 0.57% | 1.77 CHF | 1.78 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 352,551 CHF | 354,551 CHF | 99.99% | 99.99% |
07/02/2025 | 0.58% | 1.76 CHF | 1.77 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 342,347 CHF | 344,347 CHF | 94.72% | 94.72% |