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 | 0.99% | 0.98 CHF | 0.99 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,004,260 CHF | 1,014,260 CHF | 100.00% | 100.00% |
19/02/2025 | 0.97% | 1.04 CHF | 1.05 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,025,750 CHF | 1,035,750 CHF | 99.76% | 99.76% |
18/02/2025 | 0.98% | 1.01 CHF | 1.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,017,630 CHF | 1,027,630 CHF | 100.00% | 100.00% |
17/02/2025 | 0.97% | 1.01 CHF | 1.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,023,770 CHF | 1,033,770 CHF | 100.00% | 100.00% |
14/02/2025 | 0.97% | 1.01 CHF | 1.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,030,020 CHF | 1,040,020 CHF | 100.00% | 100.00% |
13/02/2025 | 0.88% | 1.09 CHF | 1.10 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,138,090 CHF | 1,148,090 CHF | 100.00% | 100.00% |
12/02/2025 | 0.84% | 1.21 CHF | 1.22 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,192,330 CHF | 1,202,330 CHF | 100.00% | 100.00% |
11/02/2025 | 0.80% | 1.21 CHF | 1.22 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,244,700 CHF | 1,254,700 CHF | 100.00% | 100.00% |
10/02/2025 | 0.81% | 1.24 CHF | 1.25 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,226,590 CHF | 1,236,590 CHF | 99.26% | 99.26% |
07/02/2025 | 0.85% | 1.23 CHF | 1.24 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,178,350 CHF | 1,188,350 CHF | 100.00% | 100.00% |