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 | 11.93% | 0.28 CHF | 0.32 CHF | 360,000 | 360,000 | 107,916 | 107,916 | 29,978 CHF | 33,758 CHF | 99.28% | 99.28% |
26/02/2025 | 12.17% | 0.28 CHF | 0.32 CHF | 360,000 | 360,000 | 109,157 | 109,157 | 30,406 CHF | 34,230 CHF | 100.00% | 100.00% |
25/02/2025 | 12.52% | 0.26 CHF | 0.30 CHF | 380,000 | 380,000 | 110,021 | 110,021 | 29,477 CHF | 33,351 CHF | 100.00% | 100.00% |
21/02/2025 | 11.23% | 0.36 CHF | 0.40 CHF | 320,000 | 320,000 | 96,782 | 96,782 | 34,052 CHF | 38,065 CHF | 99.92% | 99.92% |
20/02/2025 | 13.20% | 0.29 CHF | 0.33 CHF | 340,000 | 340,000 | 94,137 | 94,137 | 27,066 CHF | 30,801 CHF | 99.70% | 99.70% |
19/02/2025 | 11.80% | 0.32 CHF | 0.36 CHF | 340,000 | 340,000 | 89,086 | 89,086 | 28,431 CHF | 31,996 CHF | 99.66% | 99.66% |
18/02/2025 | 10.99% | 0.34 CHF | 0.38 CHF | 320,000 | 320,000 | 84,361 | 84,361 | 28,773 CHF | 32,149 CHF | 99.26% | 99.26% |
17/02/2025 | 10.70% | 0.36 CHF | 0.40 CHF | 20,000 | 20,000 | 19,887 | 19,887 | 7,035 CHF | 7,830 CHF | 100.00% | 100.00% |
14/02/2025 | 9.66% | 0.39 CHF | 0.43 CHF | 320,000 | 320,000 | 88,638 | 88,422 | 35,039 CHF | 38,493 CHF | 94.66% | 94.66% |
13/02/2025 | 11.81% | 0.33 CHF | 0.37 CHF | 340,000 | 340,000 | 89,425 | 89,425 | 29,018 CHF | 32,596 CHF | 99.90% | 99.90% |