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 | 3.01% | 0.35 CHF | 0.36 CHF | 440,000 | 440,000 | 440,000 | 440,000 | 144,049 CHF | 148,449 CHF | 100.00% | 100.00% |
19/02/2025 | 3.15% | 0.31 CHF | 0.32 CHF | 430,000 | 430,000 | 430,000 | 430,000 | 134,224 CHF | 138,524 CHF | 99.76% | 99.76% |
18/02/2025 | 3.11% | 0.33 CHF | 0.34 CHF | 430,000 | 430,000 | 430,000 | 430,000 | 136,038 CHF | 140,338 CHF | 100.00% | 100.00% |
17/02/2025 | 3.13% | 0.32 CHF | 0.33 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 141,674 CHF | 146,174 CHF | 100.00% | 100.00% |
14/02/2025 | 3.03% | 0.33 CHF | 0.34 CHF | 460,000 | 460,000 | 460,000 | 460,000 | 149,342 CHF | 153,942 CHF | 100.00% | 100.00% |
13/02/2025 | 3.57% | 0.30 CHF | 0.31 CHF | 520,000 | 520,000 | 520,000 | 520,000 | 143,172 CHF | 148,372 CHF | 99.99% | 99.99% |
12/02/2025 | 3.89% | 0.24 CHF | 0.25 CHF | 520,000 | 520,000 | 519,680 | 519,680 | 131,405 CHF | 136,605 CHF | 100.00% | 100.00% |
11/02/2025 | 4.31% | 0.25 CHF | 0.26 CHF | 570,000 | 570,000 | 570,000 | 570,000 | 129,798 CHF | 135,498 CHF | 100.00% | 100.00% |
10/02/2025 | 4.12% | 0.23 CHF | 0.24 CHF | 540,000 | 540,000 | 540,000 | 540,000 | 128,591 CHF | 133,991 CHF | 99.24% | 99.24% |
07/02/2025 | 3.73% | 0.24 CHF | 0.25 CHF | 530,000 | 530,000 | 529,653 | 529,653 | 139,545 CHF | 144,845 CHF | 100.00% | 100.00% |