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 | 0.18% | 5.41 CHF | 5.42 CHF | 500,000 | 500,000 | 500,000 | 499,990 | 2,832,150 CHF | 2,837,100 CHF | 99.86% | 99.86% |
19/02/2025 | 0.17% | 5.60 CHF | 5.61 CHF | 500,000 | 500,000 | 500,000 | 499,998 | 3,004,830 CHF | 3,009,820 CHF | 97.75% | 97.75% |
18/02/2025 | 0.16% | 6.39 CHF | 6.40 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 3,128,710 CHF | 3,133,710 CHF | 100.00% | 100.00% |
17/02/2025 | 0.16% | 6.27 CHF | 6.28 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 3,034,840 CHF | 3,039,840 CHF | 100.00% | 100.00% |
14/02/2025 | 0.17% | 5.72 CHF | 5.73 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,911,680 CHF | 2,916,680 CHF | 100.00% | 100.00% |
13/02/2025 | 0.18% | 5.94 CHF | 5.95 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,845,350 CHF | 2,850,350 CHF | 98.74% | 98.74% |
12/02/2025 | 0.20% | 5.11 CHF | 5.12 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,501,780 CHF | 2,506,780 CHF | 98.94% | 98.94% |
11/02/2025 | 0.21% | 4.88 CHF | 4.89 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,367,470 CHF | 2,372,470 CHF | 100.00% | 100.00% |
10/02/2025 | 0.22% | 4.67 CHF | 4.68 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,276,990 CHF | 2,281,990 CHF | 100.00% | 100.00% |
07/02/2025 | 0.21% | 4.43 CHF | 4.44 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,327,040 CHF | 2,332,040 CHF | 99.22% | 99.22% |