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 | 1.88% | 0.50 CHF | 0.51 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 163,429 CHF | 166,529 CHF | 100.00% | 100.00% |
19/02/2025 | 1.82% | 0.56 CHF | 0.57 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 169,264 CHF | 172,364 CHF | 99.76% | 99.76% |
18/02/2025 | 1.84% | 0.53 CHF | 0.54 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 166,618 CHF | 169,718 CHF | 100.00% | 100.00% |
17/02/2025 | 1.83% | 0.53 CHF | 0.54 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 168,303 CHF | 171,403 CHF | 100.00% | 100.00% |
14/02/2025 | 1.82% | 0.53 CHF | 0.54 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 169,092 CHF | 172,192 CHF | 100.00% | 100.00% |
13/02/2025 | 1.53% | 0.60 CHF | 0.61 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 200,703 CHF | 203,803 CHF | 100.00% | 100.00% |
12/02/2025 | 1.42% | 0.72 CHF | 0.73 CHF | 310,000 | 310,000 | 309,834 | 309,834 | 216,330 CHF | 219,430 CHF | 100.00% | 100.00% |
11/02/2025 | 1.33% | 0.71 CHF | 0.72 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 231,491 CHF | 234,591 CHF | 100.00% | 100.00% |
10/02/2025 | 1.36% | 0.74 CHF | 0.75 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 226,056 CHF | 229,156 CHF | 99.24% | 99.24% |
07/02/2025 | 1.46% | 0.72 CHF | 0.73 CHF | 310,000 | 310,000 | 309,752 | 309,752 | 210,562 CHF | 213,662 CHF | 100.00% | 100.00% |