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 | 6.16% | 0.16 CHF | 0.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 70,929 CHF | 25,143 CHF | 98.90% | 98.90% |
03/02/2025 | 4.51% | 0.20 CHF | 0.21 CHF | 300,000 | 100,000 | 300,567 | 100,189 | 65,199 CHF | 22,735 CHF | 98.78% | 98.78% |
31/01/2025 | 3.83% | 0.27 CHF | 0.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 76,785 CHF | 26,595 CHF | 99.27% | 99.27% |
30/01/2025 | 4.06% | 0.24 CHF | 0.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 72,445 CHF | 25,148 CHF | 93.08% | 93.08% |
29/01/2025 | 4.25% | 0.23 CHF | 0.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 69,096 CHF | 24,032 CHF | 99.27% | 99.27% |
28/01/2025 | 4.72% | 0.23 CHF | 0.24 CHF | 300,000 | 100,000 | 399,056 | 133,019 | 82,199 CHF | 28,730 CHF | 99.27% | 99.27% |
27/01/2025 | 5.48% | 0.18 CHF | 0.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 80,012 CHF | 28,171 CHF | 99.38% | 99.38% |
24/01/2025 | 4.64% | 0.21 CHF | 0.22 CHF | 450,000 | 150,000 | 443,121 | 147,707 | 93,168 CHF | 32,533 CHF | 98.44% | 98.44% |
23/01/2025 | 4.69% | 0.20 CHF | 0.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 93,793 CHF | 32,765 CHF | 99.17% | 99.17% |
22/01/2025 | 5.13% | 0.20 CHF | 0.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 85,765 CHF | 30,088 CHF | 99.14% | 99.14% |