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 | 10.18% | 0.35 CHF | 0.39 CHF | 360,000 | 360,000 | 107,867 | 107,867 | 35,723 CHF | 39,501 CHF | 99.28% | 99.28% |
26/02/2025 | 10.36% | 0.34 CHF | 0.38 CHF | 360,000 | 360,000 | 109,144 | 109,144 | 36,119 CHF | 39,942 CHF | 100.00% | 100.00% |
25/02/2025 | 10.52% | 0.31 CHF | 0.35 CHF | 380,000 | 380,000 | 110,097 | 110,097 | 35,327 CHF | 39,203 CHF | 100.00% | 100.00% |
21/02/2025 | 9.58% | 0.42 CHF | 0.46 CHF | 320,000 | 320,000 | 96,672 | 96,672 | 40,488 CHF | 44,498 CHF | 99.92% | 99.92% |
20/02/2025 | 11.02% | 0.36 CHF | 0.40 CHF | 340,000 | 340,000 | 94,139 | 94,139 | 32,929 CHF | 36,664 CHF | 99.70% | 99.70% |
19/02/2025 | 9.96% | 0.38 CHF | 0.42 CHF | 340,000 | 340,000 | 89,050 | 89,050 | 34,044 CHF | 37,608 CHF | 99.66% | 99.66% |
18/02/2025 | 9.40% | 0.41 CHF | 0.45 CHF | 320,000 | 320,000 | 84,450 | 84,450 | 34,155 CHF | 37,534 CHF | 99.26% | 99.26% |
17/02/2025 | 9.17% | 0.42 CHF | 0.46 CHF | 20,000 | 20,000 | 19,887 | 19,887 | 8,274 CHF | 9,070 CHF | 100.00% | 100.00% |
14/02/2025 | 8.32% | 0.46 CHF | 0.50 CHF | 320,000 | 320,000 | 88,346 | 88,132 | 40,961 CHF | 44,390 CHF | 95.04% | 95.04% |
13/02/2025 | 10.13% | 0.39 CHF | 0.43 CHF | 340,000 | 340,000 | 89,596 | 89,596 | 34,069 CHF | 37,654 CHF | 99.90% | 99.90% |