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 | 8.04% | 0.60 CHF | 0.64 CHF | 280,000 | 280,000 | 83,096 | 83,096 | 47,816 CHF | 51,360 CHF | 99.28% | 99.28% |
26/02/2025 | 8.31% | 0.58 CHF | 0.62 CHF | 280,000 | 280,000 | 84,037 | 84,037 | 47,579 CHF | 51,173 CHF | 100.00% | 100.00% |
25/02/2025 | 8.43% | 0.52 CHF | 0.56 CHF | 290,000 | 290,000 | 83,007 | 83,007 | 45,651 CHF | 49,214 CHF | 100.00% | 100.00% |
21/02/2025 | 7.74% | 0.72 CHF | 0.76 CHF | 220,000 | 220,000 | 68,354 | 68,354 | 49,182 CHF | 52,470 CHF | 99.92% | 99.92% |
20/02/2025 | 7.55% | 0.63 CHF | 0.67 CHF | 250,000 | 250,000 | 72,054 | 72,054 | 45,137 CHF | 48,202 CHF | 99.70% | 99.70% |
19/02/2025 | 7.86% | 0.67 CHF | 0.71 CHF | 240,000 | 240,000 | 67,362 | 67,362 | 45,732 CHF | 48,729 CHF | 99.66% | 99.66% |
18/02/2025 | 7.57% | 0.72 CHF | 0.76 CHF | 230,000 | 230,000 | 64,206 | 64,206 | 45,662 CHF | 48,499 CHF | 99.26% | 99.26% |
17/02/2025 | 8.02% | 0.72 CHF | 0.78 CHF | 20,000 | 20,000 | 19,887 | 19,887 | 14,274 CHF | 15,467 CHF | 100.00% | 100.00% |
14/02/2025 | 6.75% | 0.76 CHF | 0.80 CHF | 230,000 | 230,000 | 67,935 | 67,720 | 53,371 CHF | 56,210 CHF | 94.65% | 94.65% |
13/02/2025 | 7.21% | 0.66 CHF | 0.70 CHF | 250,000 | 250,000 | 69,813 | 69,813 | 45,614 CHF | 48,561 CHF | 99.90% | 99.90% |