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 | 10.53% | 0.05 CHF | 0.10 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 45,000 CHF | 20,000 CHF | 5.48% | 99.99% |
19/02/2025 | 9.64% | 0.10 CHF | 0.11 CHF | 500,000 | 200,000 | 493,590 | 200,000 | 48,844 CHF | 21,820 CHF | 79.41% | 99.99% |
18/02/2025 | 10.17% | 0.08 CHF | 0.10 CHF | 500,000 | 200,000 | 499,977 | 200,000 | 46,785 CHF | 20,715 CHF | 63.72% | 99.99% |
17/02/2025 | 9.99% | 0.08 CHF | 0.10 CHF | 500,000 | 200,000 | 499,828 | 200,000 | 47,642 CHF | 21,064 CHF | 98.84% | 100.00% |
14/02/2025 | 9.04% | 0.08 CHF | 0.10 CHF | 500,000 | 200,000 | 469,223 | 200,000 | 49,703 CHF | 23,265 CHF | 76.36% | 99.99% |
13/02/2025 | 4.92% | 0.16 CHF | 0.17 CHF | 320,000 | 200,000 | 255,133 | 200,000 | 50,589 CHF | 41,939 CHF | 99.61% | 99.61% |
12/02/2025 | 3.99% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 209,833 | 200,000 | 52,078 CHF | 51,797 CHF | 98.36% | 98.36% |
11/02/2025 | 3.29% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 59,942 CHF | 61,942 CHF | 99.97% | 99.97% |
10/02/2025 | 3.46% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 56,921 CHF | 58,921 CHF | 99.99% | 99.99% |
07/02/2025 | 4.11% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 212,967 | 200,000 | 50,718 CHF | 49,715 CHF | 96.94% | 96.94% |