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 | 1.78% | 0.54 CHF | 0.55 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 195,031 CHF | 198,531 CHF | 100.00% | 100.00% |
19/02/2025 | 1.74% | 0.58 CHF | 0.59 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 199,399 CHF | 202,899 CHF | 99.76% | 99.76% |
18/02/2025 | 1.76% | 0.56 CHF | 0.57 CHF | 360,000 | 360,000 | 360,000 | 360,000 | 202,340 CHF | 205,940 CHF | 100.00% | 100.00% |
17/02/2025 | 1.74% | 0.56 CHF | 0.57 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 199,230 CHF | 202,730 CHF | 100.00% | 100.00% |
14/02/2025 | 1.72% | 0.56 CHF | 0.57 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 201,709 CHF | 205,209 CHF | 100.00% | 100.00% |
13/02/2025 | 1.48% | 0.63 CHF | 0.64 CHF | 340,000 | 340,000 | 340,000 | 340,000 | 227,602 CHF | 231,002 CHF | 100.00% | 100.00% |
12/02/2025 | 1.39% | 0.73 CHF | 0.74 CHF | 340,000 | 340,000 | 339,793 | 339,793 | 243,326 CHF | 246,726 CHF | 99.99% | 99.99% |
11/02/2025 | 1.31% | 0.73 CHF | 0.74 CHF | 340,000 | 340,000 | 340,000 | 340,000 | 258,109 CHF | 261,509 CHF | 100.00% | 100.00% |
10/02/2025 | 1.33% | 0.75 CHF | 0.76 CHF | 340,000 | 340,000 | 340,000 | 340,000 | 253,244 CHF | 256,644 CHF | 99.26% | 99.26% |
07/02/2025 | 1.42% | 0.74 CHF | 0.75 CHF | 340,000 | 340,000 | 339,780 | 339,780 | 238,177 CHF | 241,577 CHF | 99.98% | 99.98% |