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 | 13.41% | 0.57 CHF | 0.65 CHF | 360,000 | 360,000 | 107,888 | 107,888 | 60,138 CHF | 68,773 CHF | 99.29% | 99.29% |
26/02/2025 | 13.63% | 0.55 CHF | 0.63 CHF | 360,000 | 360,000 | 109,132 | 109,132 | 59,648 CHF | 68,382 CHF | 100.00% | 100.00% |
25/02/2025 | 13.72% | 0.52 CHF | 0.60 CHF | 380,000 | 380,000 | 110,028 | 110,028 | 59,677 CHF | 68,504 CHF | 100.00% | 100.00% |
21/02/2025 | 11.84% | 0.65 CHF | 0.73 CHF | 320,000 | 320,000 | 96,689 | 96,689 | 62,941 CHF | 70,821 CHF | 99.92% | 99.92% |
20/02/2025 | 13.19% | 0.58 CHF | 0.66 CHF | 340,000 | 340,000 | 94,056 | 94,056 | 54,276 CHF | 61,803 CHF | 99.70% | 99.70% |
19/02/2025 | 12.42% | 0.60 CHF | 0.68 CHF | 340,000 | 340,000 | 89,058 | 89,058 | 54,102 CHF | 61,228 CHF | 99.65% | 99.65% |
18/02/2025 | 12.10% | 0.62 CHF | 0.70 CHF | 320,000 | 320,000 | 84,432 | 84,432 | 52,473 CHF | 59,229 CHF | 99.26% | 99.26% |
17/02/2025 | 11.95% | 0.63 CHF | 0.71 CHF | 20,000 | 20,000 | 19,887 | 19,887 | 12,521 CHF | 14,112 CHF | 100.00% | 100.00% |
14/02/2025 | 11.01% | 0.67 CHF | 0.75 CHF | 320,000 | 320,000 | 88,628 | 88,413 | 60,049 CHF | 66,975 CHF | 94.65% | 94.65% |
13/02/2025 | 12.67% | 0.59 CHF | 0.67 CHF | 340,000 | 340,000 | 89,424 | 89,424 | 53,013 CHF | 60,169 CHF | 99.90% | 99.90% |