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 | 0.94% | 1.03 CHF | 1.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,056,810 CHF | 1,066,810 CHF | 100.00% | 100.00% |
19/02/2025 | 0.92% | 1.09 CHF | 1.10 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,078,950 CHF | 1,088,950 CHF | 99.76% | 99.76% |
18/02/2025 | 0.93% | 1.06 CHF | 1.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,070,320 CHF | 1,080,320 CHF | 100.00% | 100.00% |
17/02/2025 | 0.92% | 1.07 CHF | 1.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,077,360 CHF | 1,087,360 CHF | 100.00% | 100.00% |
14/02/2025 | 0.92% | 1.06 CHF | 1.07 CHF | 1,000,000 | 1,000,000 | 999,989 | 1,000,000 | 1,083,000 CHF | 1,093,020 CHF | 100.00% | 100.00% |
13/02/2025 | 0.84% | 1.14 CHF | 1.15 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,191,640 CHF | 1,201,640 CHF | 99.98% | 99.98% |
12/02/2025 | 0.80% | 1.27 CHF | 1.28 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,246,750 CHF | 1,256,750 CHF | 100.00% | 100.00% |
11/02/2025 | 0.77% | 1.26 CHF | 1.27 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,298,250 CHF | 1,308,250 CHF | 100.00% | 100.00% |
10/02/2025 | 0.78% | 1.29 CHF | 1.30 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,279,970 CHF | 1,289,970 CHF | 99.25% | 99.25% |
07/02/2025 | 0.81% | 1.28 CHF | 1.29 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,231,980 CHF | 1,241,980 CHF | 100.00% | 100.00% |