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 | 4.26% | 0.25 CHF | 0.26 CHF | 380,000 | 380,000 | 380,000 | 380,000 | 87,408 CHF | 91,208 CHF | 100.00% | 100.00% |
19/02/2025 | 4.59% | 0.21 CHF | 0.22 CHF | 370,000 | 370,000 | 370,000 | 370,000 | 78,832 CHF | 82,532 CHF | 99.76% | 99.76% |
18/02/2025 | 4.47% | 0.23 CHF | 0.24 CHF | 370,000 | 370,000 | 370,000 | 370,000 | 81,016 CHF | 84,716 CHF | 100.00% | 100.00% |
17/02/2025 | 4.51% | 0.22 CHF | 0.23 CHF | 390,000 | 390,000 | 390,000 | 390,000 | 84,522 CHF | 88,422 CHF | 100.00% | 100.00% |
14/02/2025 | 4.31% | 0.24 CHF | 0.25 CHF | 410,000 | 410,000 | 410,000 | 410,000 | 93,314 CHF | 97,414 CHF | 100.00% | 100.00% |
13/02/2025 | 5.62% | 0.20 CHF | 0.21 CHF | 510,000 | 510,000 | 510,000 | 510,000 | 88,504 CHF | 93,604 CHF | 99.97% | 99.97% |
12/02/2025 | 6.47% | 0.14 CHF | 0.15 CHF | 510,000 | 510,000 | 509,846 | 509,846 | 76,872 CHF | 81,972 CHF | 100.00% | 100.00% |
11/02/2025 | 7.58% | 0.15 CHF | 0.16 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 76,592 CHF | 82,592 CHF | 100.00% | 100.00% |
10/02/2025 | 6.99% | 0.13 CHF | 0.14 CHF | 550,000 | 550,000 | 550,000 | 550,000 | 76,041 CHF | 81,541 CHF | 99.24% | 99.24% |
07/02/2025 | 5.82% | 0.14 CHF | 0.15 CHF | 520,000 | 520,000 | 519,618 | 519,618 | 86,974 CHF | 92,174 CHF | 99.99% | 99.99% |