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 | 1.97% | 2.61 CHF | 2.63 CHF | 150,000 | 150,000 | 122,973 | 122,973 | 320,674 CHF | 323,392 CHF | 100.00% | 100.00% |
19/02/2025 | 4.11% | 2.76 CHF | 2.86 CHF | 15,000 | 15,000 | 13,520 | 13,520 | 38,182 CHF | 39,660 CHF | 99.76% | 99.76% |
18/02/2025 | 1.86% | 2.72 CHF | 2.74 CHF | 150,000 | 150,000 | 122,983 | 122,983 | 347,045 CHF | 349,762 CHF | 100.00% | 100.00% |
17/02/2025 | 4.78% | 2.71 CHF | 2.81 CHF | 15,000 | 15,000 | 12,300 | 12,300 | 33,321 CHF | 34,576 CHF | 100.00% | 100.00% |
14/02/2025 | 1.71% | 2.71 CHF | 2.73 CHF | 150,000 | 150,000 | 122,967 | 122,967 | 376,834 CHF | 379,552 CHF | 100.00% | 100.00% |
13/02/2025 | 2.00% | 3.14 CHF | 3.16 CHF | 150,000 | 150,000 | 122,958 | 122,958 | 349,802 CHF | 352,520 CHF | 99.97% | 99.97% |
12/02/2025 | 1.87% | 2.49 CHF | 2.51 CHF | 150,000 | 150,000 | 125,097 | 125,097 | 337,578 CHF | 340,319 CHF | 98.20% | 98.20% |
11/02/2025 | 2.31% | 2.51 CHF | 2.53 CHF | 150,000 | 150,000 | 124,776 | 124,776 | 295,219 CHF | 297,956 CHF | 98.25% | 98.25% |
10/02/2025 | 2.33% | 2.04 CHF | 2.06 CHF | 150,000 | 150,000 | 122,991 | 122,991 | 279,459 CHF | 282,177 CHF | 100.00% | 100.00% |
07/02/2025 | 1.98% | 1.99 CHF | 2.01 CHF | 150,000 | 150,000 | 126,872 | 126,872 | 314,634 CHF | 317,392 CHF | 96.67% | 96.67% |