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 | 4.75% | 0.83 CHF | 0.87 CHF | 350,000 | 350,000 | 105,728 | 105,728 | 88,386 CHF | 92,618 CHF | 99.30% | 99.30% |
26/02/2025 | 4.69% | 0.83 CHF | 0.87 CHF | 350,000 | 350,000 | 106,981 | 106,981 | 90,542 CHF | 94,824 CHF | 100.00% | 100.00% |
25/02/2025 | 4.94% | 0.87 CHF | 0.91 CHF | 370,000 | 370,000 | 107,834 | 107,834 | 91,406 CHF | 95,745 CHF | 100.00% | 100.00% |
21/02/2025 | 5.40% | 0.76 CHF | 0.80 CHF | 320,000 | 320,000 | 96,784 | 96,784 | 72,722 CHF | 76,734 CHF | 99.92% | 99.92% |
20/02/2025 | 5.13% | 0.77 CHF | 0.81 CHF | 340,000 | 340,000 | 94,072 | 94,072 | 72,549 CHF | 76,315 CHF | 99.70% | 99.70% |
19/02/2025 | 5.29% | 0.75 CHF | 0.79 CHF | 340,000 | 340,000 | 89,091 | 89,091 | 67,019 CHF | 70,584 CHF | 99.65% | 99.65% |
18/02/2025 | 5.30% | 0.74 CHF | 0.78 CHF | 320,000 | 320,000 | 84,361 | 84,361 | 62,851 CHF | 66,227 CHF | 99.26% | 99.26% |
17/02/2025 | 5.19% | 0.75 CHF | 0.79 CHF | 20,000 | 20,000 | 19,887 | 19,887 | 14,924 CHF | 15,719 CHF | 100.00% | 100.00% |
14/02/2025 | 5.58% | 0.74 CHF | 0.78 CHF | 320,000 | 320,000 | 88,629 | 88,414 | 64,405 CHF | 67,791 CHF | 94.65% | 94.65% |
13/02/2025 | 4.92% | 0.79 CHF | 0.83 CHF | 340,000 | 340,000 | 89,566 | 89,566 | 71,707 CHF | 75,291 CHF | 99.90% | 99.90% |