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 | 9.33% | 1.00 CHF | 1.08 CHF | 240,000 | 240,000 | 74,371 | 74,371 | 72,737 CHF | 79,125 CHF | 99.29% | 99.29% |
26/02/2025 | 8.85% | 0.98 CHF | 1.06 CHF | 250,000 | 250,000 | 77,498 | 77,498 | 74,144 CHF | 80,577 CHF | 100.00% | 100.00% |
25/02/2025 | 9.56% | 0.90 CHF | 0.98 CHF | 260,000 | 260,000 | 76,459 | 76,459 | 72,204 CHF | 78,787 CHF | 100.00% | 100.00% |
21/02/2025 | 8.15% | 1.15 CHF | 1.23 CHF | 210,000 | 210,000 | 66,283 | 66,283 | 76,258 CHF | 82,111 CHF | 99.92% | 99.92% |
20/02/2025 | 8.87% | 1.05 CHF | 1.13 CHF | 230,000 | 230,000 | 67,662 | 67,662 | 70,822 CHF | 76,598 CHF | 99.70% | 99.70% |
19/02/2025 | 8.25% | 1.10 CHF | 1.18 CHF | 220,000 | 220,000 | 62,990 | 62,990 | 69,945 CHF | 75,287 CHF | 99.65% | 99.65% |
18/02/2025 | 8.03% | 1.15 CHF | 1.23 CHF | 210,000 | 210,000 | 59,815 | 59,815 | 68,399 CHF | 73,453 CHF | 99.26% | 99.26% |
17/02/2025 | 8.31% | 1.16 CHF | 1.26 CHF | 20,000 | 20,000 | 19,887 | 19,887 | 22,934 CHF | 24,923 CHF | 100.00% | 100.00% |
14/02/2025 | 7.98% | 1.20 CHF | 1.28 CHF | 210,000 | 210,000 | 62,762 | 62,567 | 76,998 CHF | 82,191 CHF | 94.63% | 94.63% |
13/02/2025 | 8.59% | 1.07 CHF | 1.15 CHF | 220,000 | 220,000 | 63,275 | 63,275 | 67,850 CHF | 73,221 CHF | 99.90% | 99.90% |