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 | 14.38% | 0.06 CHF | 0.07 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 38,728 CHF | 44,728 CHF | 100.00% | 100.00% |
19/02/2025 | 14.25% | 0.07 CHF | 0.08 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 39,142 CHF | 45,142 CHF | 99.76% | 99.76% |
18/02/2025 | 14.57% | 0.06 CHF | 0.07 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 38,203 CHF | 44,203 CHF | 100.00% | 100.00% |
17/02/2025 | 13.92% | 0.06 CHF | 0.07 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 40,139 CHF | 46,139 CHF | 100.00% | 100.00% |
14/02/2025 | 12.37% | 0.07 CHF | 0.08 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 45,600 CHF | 51,600 CHF | 100.00% | 100.00% |
13/02/2025 | 9.18% | 0.09 CHF | 0.10 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 62,423 CHF | 68,423 CHF | 100.00% | 100.00% |
12/02/2025 | 8.14% | 0.12 CHF | 0.13 CHF | 600,000 | 600,000 | 599,586 | 599,586 | 70,859 CHF | 76,859 CHF | 99.99% | 99.99% |
11/02/2025 | 7.31% | 0.12 CHF | 0.13 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 79,179 CHF | 85,179 CHF | 100.00% | 100.00% |
10/02/2025 | 7.42% | 0.13 CHF | 0.14 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 77,911 CHF | 83,911 CHF | 99.24% | 99.24% |
07/02/2025 | 8.16% | 0.13 CHF | 0.14 CHF | 600,000 | 600,000 | 599,567 | 599,567 | 70,634 CHF | 76,634 CHF | 99.99% | 99.99% |