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 | 12.73% | 0.60 CHF | 0.68 CHF | 360,000 | 360,000 | 107,927 | 107,927 | 63,746 CHF | 72,383 CHF | 99.30% | 99.30% |
26/02/2025 | 13.06% | 0.58 CHF | 0.66 CHF | 360,000 | 360,000 | 109,157 | 109,157 | 62,767 CHF | 71,503 CHF | 100.00% | 100.00% |
25/02/2025 | 13.06% | 0.55 CHF | 0.63 CHF | 380,000 | 380,000 | 110,018 | 110,018 | 62,864 CHF | 71,692 CHF | 100.00% | 100.00% |
21/02/2025 | 11.28% | 0.69 CHF | 0.77 CHF | 320,000 | 320,000 | 96,781 | 96,781 | 66,643 CHF | 74,527 CHF | 99.92% | 99.92% |
20/02/2025 | 12.39% | 0.62 CHF | 0.70 CHF | 340,000 | 340,000 | 94,074 | 94,074 | 58,021 CHF | 65,550 CHF | 99.70% | 99.70% |
19/02/2025 | 11.70% | 0.64 CHF | 0.72 CHF | 340,000 | 340,000 | 89,089 | 89,089 | 57,564 CHF | 64,693 CHF | 99.65% | 99.65% |
18/02/2025 | 11.44% | 0.66 CHF | 0.74 CHF | 320,000 | 320,000 | 84,360 | 84,360 | 55,754 CHF | 62,504 CHF | 99.26% | 99.26% |
17/02/2025 | 11.30% | 0.67 CHF | 0.75 CHF | 20,000 | 20,000 | 19,887 | 19,887 | 13,281 CHF | 14,872 CHF | 100.00% | 100.00% |
14/02/2025 | 10.63% | 0.72 CHF | 0.80 CHF | 320,000 | 320,000 | 88,634 | 88,419 | 65,092 CHF | 72,088 CHF | 94.65% | 94.65% |
13/02/2025 | 11.96% | 0.63 CHF | 0.71 CHF | 340,000 | 340,000 | 89,425 | 89,425 | 56,394 CHF | 63,550 CHF | 99.90% | 99.90% |