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 | 7.87% | 0.46 CHF | 0.50 CHF | 360,000 | 360,000 | 107,787 | 107,787 | 47,258 CHF | 51,056 CHF | 99.23% | 99.23% |
26/02/2025 | 8.01% | 0.45 CHF | 0.48 CHF | 360,000 | 360,000 | 109,143 | 109,143 | 47,296 CHF | 51,119 CHF | 100.00% | 100.00% |
25/02/2025 | 8.26% | 0.41 CHF | 0.44 CHF | 380,000 | 380,000 | 110,100 | 110,100 | 46,306 CHF | 50,182 CHF | 100.00% | 100.00% |
21/02/2025 | 8.71% | 0.56 CHF | 0.60 CHF | 290,000 | 290,000 | 84,060 | 84,060 | 46,368 CHF | 50,100 CHF | 99.92% | 99.92% |
20/02/2025 | 8.43% | 0.48 CHF | 0.52 CHF | 320,000 | 320,000 | 89,781 | 89,781 | 42,331 CHF | 45,920 CHF | 99.70% | 99.70% |
19/02/2025 | 8.94% | 0.51 CHF | 0.55 CHF | 310,000 | 310,000 | 82,492 | 82,492 | 42,308 CHF | 45,760 CHF | 99.66% | 99.66% |
18/02/2025 | 8.52% | 0.53 CHF | 0.57 CHF | 290,000 | 290,000 | 77,468 | 77,468 | 41,136 CHF | 44,369 CHF | 99.26% | 99.26% |
17/02/2025 | 8.70% | 0.55 CHF | 0.60 CHF | 20,000 | 20,000 | 19,887 | 19,887 | 10,929 CHF | 11,923 CHF | 100.00% | 100.00% |
14/02/2025 | 7.65% | 0.59 CHF | 0.63 CHF | 300,000 | 300,000 | 83,765 | 83,551 | 50,107 CHF | 53,470 CHF | 95.04% | 95.04% |
13/02/2025 | 7.90% | 0.50 CHF | 0.54 CHF | 320,000 | 320,000 | 85,232 | 85,232 | 42,259 CHF | 45,670 CHF | 99.90% | 99.90% |