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 | 1.72% | 0.56 CHF | 0.57 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 173,088 CHF | 176,088 CHF | 100.00% | 100.00% |
19/02/2025 | 1.89% | 0.57 CHF | 0.58 CHF | 300,000 | 300,000 | 300,000 | 299,995 | 159,689 CHF | 162,687 CHF | 97.84% | 97.84% |
18/02/2025 | 2.25% | 0.37 CHF | 0.38 CHF | 300,000 | 300,000 | 299,816 | 299,816 | 133,529 CHF | 136,529 CHF | 100.00% | 100.00% |
17/02/2025 | 2.24% | 0.41 CHF | 0.42 CHF | 300,000 | 300,000 | 300,000 | 299,998 | 132,875 CHF | 135,874 CHF | 100.00% | 100.00% |
14/02/2025 | 2.65% | 0.54 CHF | 0.55 CHF | 300,000 | 300,000 | 300,000 | 299,999 | 114,007 CHF | 117,007 CHF | 100.00% | 100.00% |
13/02/2025 | 2.30% | 0.27 CHF | 0.28 CHF | 300,000 | 300,000 | 300,000 | 299,997 | 133,439 CHF | 136,437 CHF | 99.10% | 99.10% |
12/02/2025 | 1.22% | 0.81 CHF | 0.82 CHF | 300,000 | 300,000 | 299,944 | 299,944 | 245,699 CHF | 248,699 CHF | 99.58% | 99.58% |
11/02/2025 | 1.17% | 0.79 CHF | 0.80 CHF | 300,000 | 300,000 | 299,884 | 299,884 | 256,691 CHF | 259,691 CHF | 99.82% | 99.82% |
10/02/2025 | 1.01% | 0.94 CHF | 0.95 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 294,930 CHF | 297,930 CHF | 100.00% | 100.00% |
07/02/2025 | 1.10% | 0.98 CHF | 0.99 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 271,995 CHF | 274,994 CHF | 99.53% | 99.53% |