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 | 1.12% | 0.86 CHF | 0.87 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 274,700 CHF | 277,800 CHF | 100.00% | 100.00% |
19/02/2025 | 1.10% | 0.92 CHF | 0.93 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 280,724 CHF | 283,824 CHF | 99.76% | 99.76% |
18/02/2025 | 1.11% | 0.89 CHF | 0.90 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 277,794 CHF | 280,894 CHF | 100.00% | 100.00% |
17/02/2025 | 1.10% | 0.89 CHF | 0.90 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 279,274 CHF | 282,374 CHF | 100.00% | 100.00% |
14/02/2025 | 1.10% | 0.88 CHF | 0.89 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 279,894 CHF | 282,994 CHF | 100.00% | 100.00% |
13/02/2025 | 0.99% | 0.96 CHF | 0.97 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 312,497 CHF | 315,597 CHF | 99.99% | 99.99% |
12/02/2025 | 0.94% | 1.08 CHF | 1.09 CHF | 310,000 | 310,000 | 309,793 | 309,793 | 328,451 CHF | 331,551 CHF | 100.00% | 100.00% |
11/02/2025 | 0.90% | 1.07 CHF | 1.08 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 343,940 CHF | 347,040 CHF | 100.00% | 100.00% |
10/02/2025 | 0.91% | 1.10 CHF | 1.11 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 338,194 CHF | 341,294 CHF | 99.24% | 99.24% |
07/02/2025 | 0.96% | 1.09 CHF | 1.10 CHF | 310,000 | 310,000 | 309,752 | 309,752 | 322,026 CHF | 325,126 CHF | 100.00% | 100.00% |