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 | 12.83% | 0.59 CHF | 0.67 CHF | 360,000 | 360,000 | 107,907 | 107,907 | 63,121 CHF | 71,757 CHF | 99.28% | 99.28% |
26/02/2025 | 13.13% | 0.57 CHF | 0.65 CHF | 360,000 | 360,000 | 109,144 | 109,144 | 62,268 CHF | 71,003 CHF | 100.00% | 100.00% |
25/02/2025 | 13.16% | 0.54 CHF | 0.62 CHF | 380,000 | 380,000 | 110,105 | 110,105 | 62,338 CHF | 71,172 CHF | 100.00% | 100.00% |
21/02/2025 | 11.40% | 0.68 CHF | 0.76 CHF | 320,000 | 320,000 | 96,661 | 96,661 | 65,770 CHF | 73,646 CHF | 99.93% | 99.93% |
20/02/2025 | 12.57% | 0.61 CHF | 0.69 CHF | 340,000 | 340,000 | 94,130 | 94,130 | 57,333 CHF | 64,866 CHF | 99.70% | 99.70% |
19/02/2025 | 11.81% | 0.63 CHF | 0.71 CHF | 340,000 | 340,000 | 89,047 | 89,047 | 56,957 CHF | 64,082 CHF | 99.66% | 99.66% |
18/02/2025 | 11.55% | 0.66 CHF | 0.74 CHF | 320,000 | 320,000 | 84,343 | 84,343 | 55,080 CHF | 61,829 CHF | 99.26% | 99.26% |
17/02/2025 | 11.43% | 0.66 CHF | 0.74 CHF | 20,000 | 20,000 | 19,887 | 19,887 | 13,126 CHF | 14,717 CHF | 100.00% | 100.00% |
14/02/2025 | 10.44% | 0.71 CHF | 0.79 CHF | 320,000 | 320,000 | 88,624 | 88,409 | 63,952 CHF | 70,889 CHF | 94.65% | 94.65% |
13/02/2025 | 12.09% | 0.62 CHF | 0.70 CHF | 340,000 | 340,000 | 89,424 | 89,424 | 55,880 CHF | 63,036 CHF | 99.90% | 99.90% |