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 | 10.34% | 0.83 CHF | 0.91 CHF | 300,000 | 300,000 | 87,518 | 87,518 | 70,779 CHF | 78,000 CHF | 99.29% | 99.29% |
26/02/2025 | 10.46% | 0.81 CHF | 0.89 CHF | 290,000 | 290,000 | 86,216 | 86,216 | 68,534 CHF | 75,664 CHF | 100.00% | 100.00% |
25/02/2025 | 10.60% | 0.75 CHF | 0.83 CHF | 310,000 | 310,000 | 87,377 | 87,377 | 68,081 CHF | 75,314 CHF | 100.00% | 100.00% |
21/02/2025 | 8.84% | 0.98 CHF | 1.06 CHF | 240,000 | 240,000 | 72,501 | 72,501 | 70,571 CHF | 76,706 CHF | 99.93% | 99.93% |
20/02/2025 | 9.68% | 0.88 CHF | 0.96 CHF | 270,000 | 270,000 | 76,269 | 76,269 | 66,941 CHF | 73,225 CHF | 99.70% | 99.70% |
19/02/2025 | 8.98% | 0.92 CHF | 1.00 CHF | 260,000 | 260,000 | 71,556 | 71,556 | 66,411 CHF | 72,288 CHF | 99.66% | 99.66% |
18/02/2025 | 8.80% | 0.97 CHF | 1.05 CHF | 240,000 | 240,000 | 66,856 | 66,856 | 64,411 CHF | 69,913 CHF | 99.26% | 99.26% |
17/02/2025 | 8.81% | 0.98 CHF | 1.07 CHF | 20,000 | 20,000 | 19,887 | 19,887 | 19,431 CHF | 21,221 CHF | 100.00% | 100.00% |
14/02/2025 | 8.65% | 1.02 CHF | 1.10 CHF | 250,000 | 250,000 | 72,330 | 72,114 | 75,285 CHF | 81,125 CHF | 94.51% | 94.51% |
13/02/2025 | 9.44% | 0.90 CHF | 0.98 CHF | 270,000 | 270,000 | 74,309 | 74,309 | 66,592 CHF | 72,692 CHF | 99.90% | 99.90% |