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 | 7.35% | 0.11 CHF | 0.12 CHF | 220,000 | 220,000 | 96,048 | 95,366 | 14,571 CHF | 15,548 CHF | 99.16% | 99.16% |
19/02/2025 | 4.41% | 0.18 CHF | 0.19 CHF | 210,000 | 210,000 | 93,886 | 93,886 | 20,040 CHF | 20,983 CHF | 99.85% | 99.85% |
18/02/2025 | 3.44% | 0.24 CHF | 0.25 CHF | 210,000 | 210,000 | 90,690 | 90,690 | 25,705 CHF | 26,613 CHF | 100.00% | 100.00% |
17/02/2025 | 3.30% | 0.31 CHF | 0.32 CHF | 80,000 | 80,000 | 63,769 | 63,769 | 19,099 CHF | 19,737 CHF | 100.00% | 100.00% |
14/02/2025 | 3.79% | 0.34 CHF | 0.35 CHF | 200,000 | 200,000 | 64,729 | 64,729 | 25,882 CHF | 26,751 CHF | 99.44% | 99.44% |
13/02/2025 | 2.03% | 0.49 CHF | 0.50 CHF | 189,000 | 189,000 | 188,117 | 188,117 | 91,730 CHF | 93,611 CHF | 9.83% | 100.00% |
12/02/2025 | - | 0.25 CHF | - CHF | 200,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11/02/2025 | - | 0.29 CHF | - CHF | 200,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
10/02/2025 | 2.41% | 0.36 CHF | 0.42 CHF | 196,000 | 193,000 | 192,774 | 192,774 | 79,037 CHF | 80,965 CHF | 0.28% | 99.46% |
07/02/2025 | 2.91% | 0.33 CHF | 0.34 CHF | 199,000 | 199,000 | 177,663 | 175,334 | 61,340 CHF | 62,326 CHF | 19.02% | 99.68% |