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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03/02/2025 | 0.51% | 98.65 % | 99.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,815 CHF | 494,315 CHF | 98.20% | 98.20% |
31/01/2025 | 0.50% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,854 CHF | 499,354 CHF | 99.27% | 99.27% |
30/01/2025 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,159 CHF | 497,659 CHF | 99.25% | 99.25% |
29/01/2025 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,002 CHF | 498,502 CHF | 99.17% | 99.17% |
28/01/2025 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,439 CHF | 498,939 CHF | 99.17% | 99.17% |
27/01/2025 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,121 CHF | 497,621 CHF | 99.17% | 99.17% |
24/01/2025 | 0.51% | 97.45 % | 97.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,687 CHF | 490,187 CHF | 98.72% | 98.72% |
23/01/2025 | 0.51% | 97.75 % | 98.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,672 CHF | 491,172 CHF | 99.17% | 99.17% |
22/01/2025 | 0.51% | 97.80 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,825 CHF | 491,325 CHF | 99.02% | 99.02% |
21/01/2025 | 0.51% | 97.55 % | 98.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,039 CHF | 488,539 CHF | 98.86% | 98.86% |