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 |
---|---|---|---|---|---|---|---|---|---|---|---|
04/02/2025 | 3.16% | 0.33 CHF | 0.34 CHF | 540,000 | 540,000 | 540,000 | 540,000 | 168,132 CHF | 173,532 CHF | 100.00% | 100.00% |
03/02/2025 | 3.52% | 0.31 CHF | 0.32 CHF | 540,000 | 540,000 | 540,000 | 540,000 | 150,830 CHF | 156,230 CHF | 99.77% | 99.77% |
31/01/2025 | 3.29% | 0.31 CHF | 0.32 CHF | 530,000 | 530,000 | 530,000 | 530,000 | 158,499 CHF | 163,799 CHF | 100.00% | 100.00% |
30/01/2025 | 3.11% | 0.32 CHF | 0.33 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 158,295 CHF | 163,295 CHF | 100.00% | 100.00% |
29/01/2025 | 3.07% | 0.33 CHF | 0.34 CHF | 490,000 | 490,000 | 490,000 | 490,000 | 157,445 CHF | 162,345 CHF | 100.00% | 100.00% |
28/01/2025 | 3.01% | 0.33 CHF | 0.34 CHF | 470,000 | 470,000 | 470,000 | 470,000 | 153,944 CHF | 158,644 CHF | 99.93% | 99.93% |
27/01/2025 | 2.68% | 0.37 CHF | 0.38 CHF | 490,000 | 490,000 | 490,000 | 490,000 | 180,691 CHF | 185,591 CHF | 100.00% | 100.00% |
24/01/2025 | 2.98% | 0.34 CHF | 0.35 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 165,095 CHF | 170,095 CHF | 99.24% | 99.24% |
23/01/2025 | 3.09% | 0.32 CHF | 0.33 CHF | 490,000 | 490,000 | 489,332 | 489,332 | 156,516 CHF | 161,416 CHF | 100.00% | 100.00% |
22/01/2025 | 2.96% | 0.33 CHF | 0.34 CHF | 480,000 | 480,000 | 478,909 | 478,909 | 160,160 CHF | 164,960 CHF | 100.00% | 100.00% |