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 | 20.87% | 0.05 CHF | 0.06 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 25,832 CHF | 31,832 CHF | 100.00% | 100.00% |
19/02/2025 | 25.85% | 0.03 CHF | 0.04 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 20,349 CHF | 26,349 CHF | 99.76% | 99.76% |
18/02/2025 | 23.52% | 0.04 CHF | 0.05 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 22,587 CHF | 28,587 CHF | 100.00% | 100.00% |
17/02/2025 | 23.04% | 0.04 CHF | 0.05 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 23,077 CHF | 29,077 CHF | 100.00% | 100.00% |
14/02/2025 | 18.79% | 0.05 CHF | 0.06 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 29,054 CHF | 35,054 CHF | 100.00% | 100.00% |
13/02/2025 | 26.59% | 0.04 CHF | 0.05 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 19,750 CHF | 25,750 CHF | 99.99% | 99.99% |
12/02/2025 | 32.55% | 0.02 CHF | 0.03 CHF | 600,000 | 600,000 | 599,675 | 599,675 | 15,893 CHF | 21,893 CHF | 100.00% | 100.00% |
11/02/2025 | 43.11% | 0.02 CHF | 0.03 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 11,171 CHF | 17,171 CHF | 100.00% | 100.00% |
10/02/2025 | 35.56% | 0.02 CHF | 0.03 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 13,984 CHF | 19,984 CHF | 99.25% | 99.25% |
07/02/2025 | 25.11% | 0.02 CHF | 0.03 CHF | 600,000 | 600,000 | 599,559 | 599,559 | 21,096 CHF | 27,096 CHF | 99.99% | 99.99% |