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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21/02/2025 | 0.68% | 1.46 CHF | 1.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,731 CHF | 74,231 CHF | 98.31% | 98.31% |
20/02/2025 | 0.65% | 1.55 CHF | 1.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,116 CHF | 85,671 CHF | 97.17% | 97.17% |
19/02/2025 | 0.55% | 1.77 CHF | 1.78 CHF | 50,000 | 50,000 | 49,999 | 50,000 | 90,909 CHF | 91,412 CHF | 97.92% | 97.92% |
18/02/2025 | 3.68% | 1.82 CHF | 1.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 93,322 CHF | 96,822 CHF | 42.68% | 42.68% |
17/02/2025 | 0.69% | 1.56 CHF | 1.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,248 CHF | 72,748 CHF | 66.61% | 66.61% |
14/02/2025 | 2.12% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 66,124 | 50,000 | 51,418 CHF | 39,695 CHF | 97.68% | 97.68% |
13/02/2025 | 5.63% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 91,622 | 50,000 | 43,778 CHF | 24,555 CHF | 95.04% | 95.04% |
12/02/2025 | 2.42% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 127,751 | 50,000 | 52,177 CHF | 20,937 CHF | 92.84% | 92.84% |
11/02/2025 | 2.22% | 0.45 CHF | 0.46 CHF | 120,000 | 50,000 | 117,661 | 50,000 | 52,490 CHF | 22,823 CHF | 98.31% | 98.31% |
10/02/2025 | 16.46% | 0.41 CHF | 0.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,531 CHF | 23,031 CHF | 98.58% | 98.58% |