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 | 10.24% | 0.79 CHF | 0.87 CHF | 310,000 | 310,000 | 96,955 | 96,955 | 74,208 CHF | 82,041 CHF | 99.30% | 99.30% |
26/02/2025 | 10.77% | 0.77 CHF | 0.85 CHF | 300,000 | 300,000 | 88,408 | 88,408 | 66,278 CHF | 73,511 CHF | 100.00% | 100.00% |
25/02/2025 | 10.50% | 0.71 CHF | 0.79 CHF | 320,000 | 320,000 | 98,255 | 98,255 | 72,472 CHF | 80,422 CHF | 100.00% | 100.00% |
21/02/2025 | 9.26% | 0.93 CHF | 1.01 CHF | 250,000 | 250,000 | 74,630 | 74,630 | 69,138 CHF | 75,448 CHF | 99.92% | 99.92% |
20/02/2025 | 10.18% | 0.83 CHF | 0.91 CHF | 280,000 | 280,000 | 78,359 | 78,359 | 65,280 CHF | 71,731 CHF | 99.70% | 99.70% |
19/02/2025 | 9.45% | 0.87 CHF | 0.95 CHF | 270,000 | 270,000 | 73,917 | 73,917 | 64,961 CHF | 71,027 CHF | 99.65% | 99.65% |
18/02/2025 | 9.16% | 0.92 CHF | 1.00 CHF | 250,000 | 250,000 | 69,072 | 69,072 | 63,076 CHF | 68,737 CHF | 99.26% | 99.26% |
17/02/2025 | 9.26% | 0.93 CHF | 1.02 CHF | 20,000 | 20,000 | 19,887 | 19,887 | 18,434 CHF | 20,224 CHF | 100.00% | 100.00% |
14/02/2025 | 8.97% | 0.97 CHF | 1.05 CHF | 260,000 | 260,000 | 74,569 | 74,354 | 73,972 CHF | 79,985 CHF | 94.49% | 94.49% |
13/02/2025 | 9.94% | 0.85 CHF | 0.93 CHF | 280,000 | 280,000 | 76,480 | 76,480 | 64,989 CHF | 71,263 CHF | 99.90% | 99.90% |