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 | 1.17% | 0.82 CHF | 0.83 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 850,180 CHF | 860,180 CHF | 100.00% | 100.00% |
19/02/2025 | 1.14% | 0.88 CHF | 0.89 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 870,761 CHF | 880,761 CHF | 99.76% | 99.76% |
18/02/2025 | 1.15% | 0.85 CHF | 0.86 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 863,176 CHF | 873,176 CHF | 100.00% | 100.00% |
17/02/2025 | 1.14% | 0.86 CHF | 0.87 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 870,307 CHF | 880,307 CHF | 100.00% | 100.00% |
14/02/2025 | 1.14% | 0.86 CHF | 0.87 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 875,645 CHF | 885,645 CHF | 100.00% | 100.00% |
13/02/2025 | 1.01% | 0.94 CHF | 0.95 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 983,028 CHF | 993,028 CHF | 99.98% | 99.98% |
12/02/2025 | 0.96% | 1.06 CHF | 1.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,036,990 CHF | 1,046,990 CHF | 100.00% | 100.00% |
11/02/2025 | 0.91% | 1.05 CHF | 1.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,088,410 CHF | 1,098,410 CHF | 100.00% | 100.00% |
10/02/2025 | 0.93% | 1.08 CHF | 1.09 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,070,830 CHF | 1,080,830 CHF | 99.24% | 99.24% |
07/02/2025 | 0.97% | 1.07 CHF | 1.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,023,310 CHF | 1,033,310 CHF | 99.99% | 99.99% |