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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27/02/2025 | 1.20% | 0.72 CHF | 0.73 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 124,649 CHF | 126,149 CHF | 99.33% | 99.33% |
26/02/2025 | 1.44% | 0.77 CHF | 0.78 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 103,592 CHF | 105,092 CHF | 99.50% | 99.50% |
25/02/2025 | 1.49% | 0.59 CHF | 0.60 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 99,939 CHF | 101,439 CHF | 99.04% | 99.04% |
21/02/2025 | 0.98% | 0.98 CHF | 0.99 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 152,606 CHF | 154,106 CHF | 99.50% | 99.50% |
20/02/2025 | 0.96% | 0.99 CHF | 1.00 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 155,973 CHF | 157,473 CHF | 99.50% | 99.50% |
19/02/2025 | 0.95% | 1.06 CHF | 1.07 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 156,696 CHF | 158,196 CHF | 99.50% | 99.50% |
18/02/2025 | 0.88% | 1.05 CHF | 1.06 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 169,307 CHF | 170,807 CHF | 99.49% | 99.49% |
17/02/2025 | 0.89% | 1.16 CHF | 1.17 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 168,312 CHF | 169,812 CHF | 99.50% | 99.50% |
14/02/2025 | 0.84% | 1.17 CHF | 1.18 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 178,142 CHF | 179,642 CHF | 99.50% | 99.50% |
13/02/2025 | 0.83% | 1.16 CHF | 1.17 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 179,789 CHF | 181,289 CHF | 99.50% | 99.50% |