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 | 2.62% | 0.35 CHF | 0.36 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 376,849 CHF | 386,849 CHF | 100.00% | 100.00% |
19/02/2025 | 2.49% | 0.41 CHF | 0.42 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 397,562 CHF | 407,562 CHF | 99.76% | 99.76% |
18/02/2025 | 2.53% | 0.38 CHF | 0.39 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 389,893 CHF | 399,893 CHF | 100.00% | 100.00% |
17/02/2025 | 2.48% | 0.39 CHF | 0.40 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 397,962 CHF | 407,962 CHF | 100.00% | 100.00% |
14/02/2025 | 2.45% | 0.39 CHF | 0.40 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 402,932 CHF | 412,932 CHF | 100.00% | 100.00% |
13/02/2025 | 1.96% | 0.46 CHF | 0.47 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 506,769 CHF | 516,769 CHF | 100.00% | 100.00% |
12/02/2025 | 1.78% | 0.58 CHF | 0.59 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 558,387 CHF | 568,387 CHF | 100.00% | 100.00% |
11/02/2025 | 1.63% | 0.57 CHF | 0.58 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 609,257 CHF | 619,257 CHF | 100.00% | 100.00% |
10/02/2025 | 1.67% | 0.60 CHF | 0.61 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 592,974 CHF | 602,974 CHF | 99.26% | 99.26% |
07/02/2025 | 1.81% | 0.59 CHF | 0.60 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 546,977 CHF | 556,977 CHF | 99.99% | 99.99% |