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 | 1.13% | 0.86 CHF | 0.87 CHF | 320,000 | 320,000 | 320,000 | 320,000 | 282,108 CHF | 285,308 CHF | 100.00% | 100.00% |
19/02/2025 | 1.11% | 0.91 CHF | 0.92 CHF | 320,000 | 320,000 | 320,000 | 320,000 | 287,854 CHF | 291,054 CHF | 99.76% | 99.76% |
18/02/2025 | 1.12% | 0.88 CHF | 0.89 CHF | 320,000 | 320,000 | 320,000 | 320,000 | 284,785 CHF | 287,985 CHF | 100.00% | 100.00% |
17/02/2025 | 1.11% | 0.89 CHF | 0.90 CHF | 320,000 | 320,000 | 320,000 | 320,000 | 286,818 CHF | 290,018 CHF | 100.00% | 100.00% |
14/02/2025 | 1.11% | 0.88 CHF | 0.89 CHF | 320,000 | 320,000 | 320,000 | 320,000 | 287,625 CHF | 290,825 CHF | 100.00% | 100.00% |
13/02/2025 | 0.99% | 0.96 CHF | 0.97 CHF | 320,000 | 320,000 | 320,000 | 320,000 | 320,388 CHF | 323,588 CHF | 99.98% | 99.98% |
12/02/2025 | 0.95% | 1.07 CHF | 1.08 CHF | 320,000 | 320,000 | 319,870 | 319,870 | 336,310 CHF | 339,510 CHF | 100.00% | 100.00% |
11/02/2025 | 0.90% | 1.06 CHF | 1.07 CHF | 320,000 | 320,000 | 320,000 | 320,000 | 352,088 CHF | 355,288 CHF | 100.00% | 100.00% |
10/02/2025 | 0.92% | 1.09 CHF | 1.10 CHF | 320,000 | 320,000 | 320,000 | 320,000 | 346,435 CHF | 349,635 CHF | 99.24% | 99.24% |
07/02/2025 | 0.96% | 1.08 CHF | 1.09 CHF | 320,000 | 320,000 | 319,765 | 319,765 | 330,375 CHF | 333,575 CHF | 100.00% | 100.00% |