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 | 13.22% | 0.25 CHF | 0.28 CHF | 360,000 | 360,000 | 107,928 | 107,928 | 26,849 CHF | 30,629 CHF | 99.30% | 99.30% |
26/02/2025 | 12.70% | 0.25 CHF | 0.28 CHF | 360,000 | 360,000 | 109,133 | 109,133 | 28,214 CHF | 32,037 CHF | 100.00% | 100.00% |
25/02/2025 | 13.73% | 0.27 CHF | 0.30 CHF | 380,000 | 380,000 | 110,019 | 110,019 | 28,322 CHF | 32,195 CHF | 99.99% | 99.99% |
21/02/2025 | 17.70% | 0.20 CHF | 0.24 CHF | 320,000 | 320,000 | 96,702 | 96,702 | 19,646 CHF | 23,458 CHF | 99.93% | 99.93% |
20/02/2025 | 15.96% | 0.21 CHF | 0.25 CHF | 340,000 | 340,000 | 94,060 | 94,060 | 19,754 CHF | 23,147 CHF | 99.70% | 99.70% |
19/02/2025 | 17.58% | 0.20 CHF | 0.23 CHF | 340,000 | 340,000 | 89,050 | 89,050 | 17,739 CHF | 21,123 CHF | 99.66% | 99.66% |
18/02/2025 | 17.94% | 0.21 CHF | 0.25 CHF | 320,000 | 320,000 | 84,436 | 84,436 | 17,465 CHF | 20,728 CHF | 99.26% | 99.26% |
17/02/2025 | 17.83% | 0.19 CHF | 0.23 CHF | 20,000 | 20,000 | 19,887 | 19,887 | 3,861 CHF | 4,617 CHF | 100.00% | 100.00% |
14/02/2025 | 18.67% | 0.20 CHF | 0.24 CHF | 320,000 | 320,000 | 88,628 | 88,413 | 17,546 CHF | 20,906 CHF | 94.65% | 94.65% |
13/02/2025 | 16.46% | 0.23 CHF | 0.27 CHF | 340,000 | 340,000 | 89,423 | 89,423 | 20,243 CHF | 23,821 CHF | 99.90% | 99.90% |