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 | 2.02% | 0.46 CHF | 0.47 CHF | 300,000 | 300,000 | 299,966 | 299,999 | 147,110 CHF | 150,128 CHF | 100.00% | 100.00% |
19/02/2025 | 2.27% | 0.49 CHF | 0.50 CHF | 300,000 | 300,000 | 299,998 | 299,995 | 133,477 CHF | 136,475 CHF | 97.85% | 97.85% |
18/02/2025 | 2.84% | 0.28 CHF | 0.29 CHF | 300,000 | 300,000 | 299,816 | 299,816 | 106,750 CHF | 109,750 CHF | 100.00% | 100.00% |
17/02/2025 | 2.72% | 0.34 CHF | 0.35 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 108,919 CHF | 111,919 CHF | 100.00% | 100.00% |
14/02/2025 | 3.43% | 0.46 CHF | 0.47 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 89,046 CHF | 92,046 CHF | 100.00% | 100.00% |
13/02/2025 | 2.96% | 0.19 CHF | 0.20 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 104,971 CHF | 107,971 CHF | 99.11% | 99.11% |
12/02/2025 | 1.39% | 0.70 CHF | 0.71 CHF | 300,000 | 300,000 | 299,944 | 299,944 | 214,702 CHF | 217,702 CHF | 99.57% | 99.57% |
11/02/2025 | 1.33% | 0.68 CHF | 0.69 CHF | 300,000 | 300,000 | 299,884 | 299,884 | 225,498 CHF | 228,498 CHF | 99.81% | 99.81% |
10/02/2025 | 1.13% | 0.83 CHF | 0.84 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 263,368 CHF | 266,368 CHF | 100.00% | 100.00% |
07/02/2025 | 1.23% | 0.89 CHF | 0.90 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 243,006 CHF | 246,006 CHF | 99.54% | 99.54% |