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 | 3.34% | 0.28 CHF | 0.29 CHF | 490,000 | 490,000 | 490,000 | 490,000 | 144,408 CHF | 149,308 CHF | 100.00% | 100.00% |
19/02/2025 | 3.26% | 0.31 CHF | 0.32 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 151,041 CHF | 156,041 CHF | 99.76% | 99.76% |
18/02/2025 | 3.31% | 0.29 CHF | 0.30 CHF | 520,000 | 520,000 | 520,000 | 520,000 | 154,588 CHF | 159,788 CHF | 100.00% | 100.00% |
17/02/2025 | 3.24% | 0.30 CHF | 0.31 CHF | 490,000 | 490,000 | 490,000 | 490,000 | 148,669 CHF | 153,569 CHF | 100.00% | 100.00% |
14/02/2025 | 3.13% | 0.30 CHF | 0.31 CHF | 490,000 | 490,000 | 490,000 | 490,000 | 154,079 CHF | 158,979 CHF | 100.00% | 100.00% |
13/02/2025 | 2.54% | 0.36 CHF | 0.37 CHF | 440,000 | 440,000 | 440,000 | 440,000 | 171,409 CHF | 175,809 CHF | 99.98% | 99.98% |
12/02/2025 | 2.32% | 0.44 CHF | 0.45 CHF | 440,000 | 440,000 | 439,781 | 439,781 | 188,035 CHF | 192,435 CHF | 100.00% | 100.00% |
11/02/2025 | 2.13% | 0.44 CHF | 0.45 CHF | 410,000 | 410,000 | 410,000 | 410,000 | 190,331 CHF | 194,431 CHF | 100.00% | 100.00% |
10/02/2025 | 2.18% | 0.46 CHF | 0.47 CHF | 430,000 | 430,000 | 430,000 | 430,000 | 195,006 CHF | 199,306 CHF | 99.24% | 99.24% |
07/02/2025 | 2.36% | 0.45 CHF | 0.46 CHF | 440,000 | 440,000 | 439,659 | 439,659 | 184,080 CHF | 188,480 CHF | 100.00% | 100.00% |