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 | 4.84% | 0.18 CHF | 0.19 CHF | 370,000 | 370,000 | 370,000 | 370,000 | 74,728 CHF | 78,428 CHF | 100.00% | 100.00% |
19/02/2025 | 4.62% | 0.22 CHF | 0.23 CHF | 390,000 | 390,000 | 390,000 | 390,000 | 82,531 CHF | 86,431 CHF | 99.76% | 99.76% |
18/02/2025 | 4.71% | 0.20 CHF | 0.21 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 83,084 CHF | 87,084 CHF | 100.00% | 100.00% |
17/02/2025 | 4.56% | 0.21 CHF | 0.22 CHF | 390,000 | 390,000 | 390,000 | 390,000 | 83,587 CHF | 87,487 CHF | 100.00% | 100.00% |
14/02/2025 | 4.35% | 0.21 CHF | 0.22 CHF | 390,000 | 390,000 | 390,000 | 390,000 | 88,010 CHF | 91,910 CHF | 100.00% | 100.00% |
13/02/2025 | 3.18% | 0.28 CHF | 0.28 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 108,546 CHF | 112,046 CHF | 99.98% | 99.98% |
12/02/2025 | 2.80% | 0.37 CHF | 0.38 CHF | 350,000 | 350,000 | 349,892 | 349,892 | 123,494 CHF | 126,994 CHF | 99.98% | 99.98% |
11/02/2025 | 2.50% | 0.37 CHF | 0.38 CHF | 330,000 | 330,000 | 330,000 | 330,000 | 130,541 CHF | 133,841 CHF | 100.00% | 100.00% |
10/02/2025 | 2.58% | 0.39 CHF | 0.40 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 133,990 CHF | 137,490 CHF | 99.26% | 99.26% |
07/02/2025 | 2.87% | 0.38 CHF | 0.39 CHF | 360,000 | 360,000 | 359,738 | 359,738 | 123,817 CHF | 127,417 CHF | 99.99% | 99.99% |