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 | 1.47% | 0.29 CHF | 0.46 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 10,198 CHF | 10,348 CHF | 84.50% | 99.99% |
19/02/2025 | 1.52% | 0.62 CHF | 0.63 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 9,884 CHF | 10,034 CHF | 99.99% | 99.99% |
18/02/2025 | 1.36% | 0.67 CHF | 0.68 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 11,053 CHF | 11,203 CHF | 99.93% | 99.93% |
17/02/2025 | 1.30% | 0.78 CHF | 0.79 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 11,513 CHF | 11,663 CHF | 100.00% | 100.00% |
14/02/2025 | 1.22% | 0.83 CHF | 0.84 CHF | 30,000 | 30,000 | 18,250 | 18,250 | 15,054 CHF | 15,236 CHF | 99.99% | 99.99% |
13/02/2025 | 1.65% | 0.73 CHF | 0.74 CHF | 30,000 | 30,000 | 18,260 | 18,260 | 11,214 CHF | 11,396 CHF | 99.57% | 99.57% |
12/02/2025 | 1.45% | 0.45 CHF | 0.46 CHF | 30,000 | 30,000 | 17,473 | 17,473 | 11,879 CHF | 12,054 CHF | 81.19% | 98.33% |
11/02/2025 | 1.61% | 0.73 CHF | 0.74 CHF | 30,000 | 30,000 | 18,250 | 18,250 | 11,353 CHF | 11,536 CHF | 100.00% | 100.00% |
10/02/2025 | 1.44% | 0.62 CHF | 0.63 CHF | 30,000 | 30,000 | 18,304 | 18,304 | 12,626 CHF | 12,809 CHF | 98.36% | 98.36% |
07/02/2025 | 1.05% | 0.74 CHF | 0.75 CHF | 30,000 | 30,000 | 17,977 | 17,977 | 16,942 CHF | 17,122 CHF | 96.85% | 96.85% |