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 | 8.72% | 0.48 CHF | 0.52 CHF | 320,000 | 320,000 | 99,076 | 99,076 | 45,775 CHF | 49,698 CHF | 99.27% | 99.27% |
26/02/2025 | 8.45% | 0.47 CHF | 0.51 CHF | 320,000 | 320,000 | 100,441 | 100,441 | 45,761 CHF | 49,511 CHF | 100.00% | 100.00% |
25/02/2025 | 8.60% | 0.43 CHF | 0.47 CHF | 330,000 | 330,000 | 99,113 | 99,113 | 44,003 CHF | 47,686 CHF | 100.00% | 100.00% |
21/02/2025 | 8.14% | 0.59 CHF | 0.63 CHF | 250,000 | 250,000 | 74,629 | 74,629 | 43,951 CHF | 47,275 CHF | 99.93% | 99.93% |
20/02/2025 | 9.41% | 0.51 CHF | 0.55 CHF | 280,000 | 280,000 | 78,361 | 78,361 | 39,174 CHF | 42,491 CHF | 99.70% | 99.70% |
19/02/2025 | 8.33% | 0.54 CHF | 0.58 CHF | 260,000 | 260,000 | 71,728 | 71,728 | 39,389 CHF | 42,410 CHF | 99.66% | 99.66% |
18/02/2025 | 7.96% | 0.58 CHF | 0.62 CHF | 250,000 | 250,000 | 68,683 | 68,683 | 39,626 CHF | 42,509 CHF | 99.26% | 99.26% |
17/02/2025 | 8.14% | 0.59 CHF | 0.64 CHF | 20,000 | 20,000 | 19,887 | 19,887 | 11,719 CHF | 12,714 CHF | 100.00% | 100.00% |
14/02/2025 | 8.07% | 0.63 CHF | 0.67 CHF | 260,000 | 260,000 | 74,604 | 74,390 | 48,780 CHF | 51,913 CHF | 95.05% | 95.05% |
13/02/2025 | 8.71% | 0.54 CHF | 0.58 CHF | 280,000 | 280,000 | 76,480 | 76,480 | 40,764 CHF | 43,978 CHF | 99.90% | 99.90% |