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 | 15.35% | 0.20 CHF | 0.24 CHF | 360,000 | 360,000 | 107,886 | 107,886 | 22,523 CHF | 26,236 CHF | 99.28% | 99.28% |
26/02/2025 | 14.75% | 0.22 CHF | 0.25 CHF | 360,000 | 360,000 | 109,142 | 109,142 | 23,980 CHF | 27,782 CHF | 100.00% | 100.00% |
25/02/2025 | 15.76% | 0.24 CHF | 0.27 CHF | 380,000 | 380,000 | 110,029 | 110,029 | 23,728 CHF | 27,540 CHF | 100.00% | 100.00% |
21/02/2025 | 21.24% | 0.17 CHF | 0.21 CHF | 320,000 | 320,000 | 96,710 | 96,710 | 16,074 CHF | 19,886 CHF | 99.92% | 99.92% |
20/02/2025 | 19.08% | 0.17 CHF | 0.20 CHF | 340,000 | 340,000 | 94,135 | 94,135 | 16,146 CHF | 19,538 CHF | 99.70% | 99.70% |
19/02/2025 | 21.13% | 0.16 CHF | 0.20 CHF | 340,000 | 340,000 | 89,053 | 89,053 | 14,480 CHF | 17,865 CHF | 99.66% | 99.66% |
18/02/2025 | 21.24% | 0.16 CHF | 0.20 CHF | 320,000 | 320,000 | 84,432 | 84,432 | 13,860 CHF | 17,070 CHF | 99.26% | 99.26% |
17/02/2025 | 20.96% | 0.16 CHF | 0.20 CHF | 20,000 | 20,000 | 19,887 | 19,887 | 3,228 CHF | 3,983 CHF | 100.00% | 100.00% |
14/02/2025 | 22.63% | 0.17 CHF | 0.21 CHF | 320,000 | 320,000 | 88,635 | 88,420 | 14,898 CHF | 18,267 CHF | 94.66% | 94.66% |
13/02/2025 | 16.88% | 0.19 CHF | 0.22 CHF | 340,000 | 340,000 | 89,425 | 89,425 | 17,404 CHF | 20,625 CHF | 99.90% | 99.90% |