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 | 6.79% | 0.14 CHF | 0.15 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 85,423 CHF | 91,423 CHF | 100.00% | 100.00% |
19/02/2025 | 6.70% | 0.15 CHF | 0.16 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 86,538 CHF | 92,538 CHF | 99.76% | 99.76% |
18/02/2025 | 6.81% | 0.14 CHF | 0.15 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 85,105 CHF | 91,105 CHF | 100.00% | 100.00% |
17/02/2025 | 6.62% | 0.14 CHF | 0.15 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 87,727 CHF | 93,727 CHF | 100.00% | 100.00% |
14/02/2025 | 6.15% | 0.15 CHF | 0.16 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 94,760 CHF | 100,759 CHF | 100.00% | 100.00% |
13/02/2025 | 4.81% | 0.19 CHF | 0.20 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 121,738 CHF | 127,738 CHF | 99.98% | 99.98% |
12/02/2025 | 4.34% | 0.23 CHF | 0.24 CHF | 600,000 | 600,000 | 599,701 | 599,701 | 135,516 CHF | 141,516 CHF | 100.00% | 100.00% |
11/02/2025 | 3.95% | 0.23 CHF | 0.24 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 149,165 CHF | 155,165 CHF | 100.00% | 100.00% |
10/02/2025 | 4.02% | 0.25 CHF | 0.26 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 146,250 CHF | 152,250 CHF | 99.26% | 99.26% |
07/02/2025 | 4.39% | 0.24 CHF | 0.25 CHF | 600,000 | 600,000 | 599,540 | 599,540 | 133,827 CHF | 139,827 CHF | 99.98% | 99.98% |