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 | 1.11% | 0.92 CHF | 0.93 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 446,702 CHF | 451,702 CHF | 100.00% | 100.00% |
19/02/2025 | 1.09% | 0.90 CHF | 0.91 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 455,629 CHF | 460,629 CHF | 99.76% | 99.76% |
18/02/2025 | 1.21% | 0.83 CHF | 0.84 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 410,107 CHF | 415,107 CHF | 100.00% | 100.00% |
17/02/2025 | 1.30% | 0.76 CHF | 0.77 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 381,721 CHF | 386,721 CHF | 100.00% | 100.00% |
14/02/2025 | 1.22% | 0.75 CHF | 0.76 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 408,352 CHF | 413,352 CHF | 100.00% | 100.00% |
13/02/2025 | 1.34% | 0.77 CHF | 0.78 CHF | 500,000 | 500,000 | 500,000 | 499,982 | 369,766 CHF | 374,752 CHF | 100.00% | 100.00% |
12/02/2025 | 1.10% | 0.87 CHF | 0.88 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 451,767 CHF | 456,767 CHF | 99.99% | 99.99% |
11/02/2025 | 1.02% | 0.97 CHF | 0.98 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 489,530 CHF | 494,530 CHF | 99.85% | 99.85% |
10/02/2025 | 1.18% | 0.87 CHF | 0.88 CHF | 500,000 | 500,000 | 500,000 | 499,963 | 422,890 CHF | 427,860 CHF | 100.00% | 100.00% |
07/02/2025 | 1.26% | 0.76 CHF | 0.77 CHF | 500,000 | 500,000 | 499,848 | 499,848 | 393,446 CHF | 398,446 CHF | 99.99% | 99.99% |