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 | 1.84% | 0.51 CHF | 0.52 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 537,284 CHF | 547,284 CHF | 100.00% | 100.00% |
19/02/2025 | 1.78% | 0.57 CHF | 0.58 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 558,368 CHF | 568,368 CHF | 99.76% | 99.76% |
18/02/2025 | 1.80% | 0.54 CHF | 0.55 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 550,393 CHF | 560,393 CHF | 100.00% | 100.00% |
17/02/2025 | 1.78% | 0.55 CHF | 0.56 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 558,306 CHF | 568,306 CHF | 100.00% | 100.00% |
14/02/2025 | 1.76% | 0.55 CHF | 0.56 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 563,255 CHF | 573,255 CHF | 100.00% | 100.00% |
13/02/2025 | 1.49% | 0.62 CHF | 0.63 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 668,098 CHF | 678,098 CHF | 100.00% | 100.00% |
12/02/2025 | 1.38% | 0.74 CHF | 0.75 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 720,195 CHF | 730,195 CHF | 100.00% | 100.00% |
11/02/2025 | 1.29% | 0.73 CHF | 0.74 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 771,667 CHF | 781,667 CHF | 100.00% | 100.00% |
10/02/2025 | 1.32% | 0.76 CHF | 0.77 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 754,907 CHF | 764,907 CHF | 99.26% | 99.26% |
07/02/2025 | 1.40% | 0.75 CHF | 0.76 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 708,549 CHF | 718,549 CHF | 100.00% | 100.00% |