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 | 11.35% | 0.31 CHF | 0.35 CHF | 360,000 | 360,000 | 107,902 | 107,902 | 31,980 CHF | 35,759 CHF | 99.29% | 99.29% |
26/02/2025 | 11.29% | 0.30 CHF | 0.34 CHF | 360,000 | 360,000 | 109,157 | 109,157 | 32,432 CHF | 36,256 CHF | 100.00% | 100.00% |
25/02/2025 | 11.62% | 0.28 CHF | 0.32 CHF | 380,000 | 380,000 | 110,021 | 110,021 | 32,661 CHF | 36,535 CHF | 100.00% | 100.00% |
21/02/2025 | 10.77% | 0.37 CHF | 0.41 CHF | 320,000 | 320,000 | 96,780 | 96,780 | 35,531 CHF | 39,543 CHF | 99.92% | 99.92% |
20/02/2025 | 12.53% | 0.31 CHF | 0.35 CHF | 340,000 | 340,000 | 94,085 | 94,085 | 28,337 CHF | 32,070 CHF | 99.70% | 99.70% |
19/02/2025 | 11.55% | 0.33 CHF | 0.37 CHF | 340,000 | 340,000 | 89,084 | 89,084 | 29,350 CHF | 32,915 CHF | 99.66% | 99.66% |
18/02/2025 | 10.72% | 0.35 CHF | 0.39 CHF | 320,000 | 320,000 | 84,361 | 84,361 | 29,378 CHF | 32,754 CHF | 99.26% | 99.26% |
17/02/2025 | 10.42% | 0.37 CHF | 0.41 CHF | 20,000 | 20,000 | 19,887 | 19,887 | 7,236 CHF | 8,032 CHF | 100.00% | 100.00% |
14/02/2025 | 9.61% | 0.39 CHF | 0.43 CHF | 320,000 | 320,000 | 88,636 | 88,421 | 35,212 CHF | 38,665 CHF | 94.65% | 94.65% |
13/02/2025 | 11.52% | 0.35 CHF | 0.39 CHF | 340,000 | 340,000 | 89,568 | 89,568 | 30,098 CHF | 33,681 CHF | 99.90% | 99.90% |