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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27/02/2025 | 8.90% | 0.44 CHF | 0.48 CHF | 350,000 | 350,000 | 105,665 | 105,665 | 44,223 CHF | 48,046 CHF | 99.26% | 99.26% |
26/02/2025 | 8.41% | 0.43 CHF | 0.46 CHF | 360,000 | 360,000 | 109,133 | 109,133 | 44,903 CHF | 48,726 CHF | 100.00% | 100.00% |
25/02/2025 | 9.20% | 0.39 CHF | 0.42 CHF | 370,000 | 370,000 | 107,848 | 107,848 | 43,179 CHF | 47,093 CHF | 100.00% | 100.00% |
21/02/2025 | 8.92% | 0.54 CHF | 0.58 CHF | 270,000 | 270,000 | 78,754 | 78,754 | 42,164 CHF | 45,663 CHF | 99.92% | 99.92% |
20/02/2025 | 8.82% | 0.46 CHF | 0.50 CHF | 310,000 | 310,000 | 87,658 | 87,658 | 39,324 CHF | 42,816 CHF | 99.70% | 99.70% |
19/02/2025 | 9.20% | 0.49 CHF | 0.53 CHF | 290,000 | 290,000 | 78,120 | 78,120 | 38,536 CHF | 41,813 CHF | 99.65% | 99.65% |
18/02/2025 | 8.73% | 0.52 CHF | 0.56 CHF | 270,000 | 270,000 | 73,442 | 73,442 | 38,240 CHF | 41,313 CHF | 99.26% | 99.26% |
17/02/2025 | 8.94% | 0.54 CHF | 0.59 CHF | 20,000 | 20,000 | 19,887 | 19,887 | 10,627 CHF | 11,621 CHF | 100.00% | 100.00% |
14/02/2025 | 7.76% | 0.58 CHF | 0.62 CHF | 280,000 | 280,000 | 79,183 | 78,969 | 47,150 CHF | 50,342 CHF | 95.05% | 95.05% |
13/02/2025 | 9.02% | 0.49 CHF | 0.53 CHF | 300,000 | 300,000 | 80,707 | 80,707 | 38,851 CHF | 42,174 CHF | 99.90% | 99.90% |