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 | 0.61% | 1.50 CHF | 1.51 CHF | 450,000 | 450,000 | 449,677 | 449,677 | 735,512 CHF | 740,012 CHF | 100.00% | 100.00% |
03/02/2025 | 0.51% | 1.55 CHF | 1.56 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 880,356 CHF | 884,856 CHF | 98.69% | 98.69% |
31/01/2025 | 0.93% | 1.15 CHF | 1.16 CHF | 450,000 | 450,000 | 449,992 | 449,999 | 479,820 CHF | 484,327 CHF | 100.00% | 100.00% |
30/01/2025 | 0.81% | 1.31 CHF | 1.32 CHF | 450,000 | 450,000 | 449,999 | 449,998 | 557,839 CHF | 562,338 CHF | 100.00% | 100.00% |
29/01/2025 | 0.82% | 1.18 CHF | 1.19 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 546,114 CHF | 550,614 CHF | 100.00% | 100.00% |
28/01/2025 | 0.77% | 1.11 CHF | 1.12 CHF | 450,000 | 450,000 | 449,657 | 449,657 | 581,362 CHF | 585,862 CHF | 98.66% | 98.66% |
27/01/2025 | 0.54% | 1.60 CHF | 1.61 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 832,485 CHF | 836,985 CHF | 100.00% | 100.00% |
24/01/2025 | 0.66% | 1.51 CHF | 1.52 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 684,454 CHF | 688,954 CHF | 100.00% | 100.00% |
23/01/2025 | 0.56% | 1.65 CHF | 1.66 CHF | 450,000 | 450,000 | 448,370 | 448,370 | 799,690 CHF | 804,190 CHF | 100.00% | 100.00% |
22/01/2025 | 0.56% | 1.90 CHF | 1.91 CHF | 450,000 | 450,000 | 443,625 | 443,625 | 817,355 CHF | 821,855 CHF | 100.00% | 100.00% |