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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/02/2025 | 0.70% | 1.36 CHF | 1.37 CHF | 250,000 | 250,000 | 249,990 | 250,000 | 356,795 CHF | 359,310 CHF | 100.00% | 100.00% |
19/02/2025 | 0.72% | 1.27 CHF | 1.28 CHF | 250,000 | 250,000 | 250,000 | 249,682 | 344,686 CHF | 346,740 CHF | 99.76% | 99.76% |
18/02/2025 | 0.85% | 1.28 CHF | 1.29 CHF | 250,000 | 250,000 | 250,000 | 249,985 | 294,518 CHF | 297,000 CHF | 100.00% | 100.00% |
17/02/2025 | 0.96% | 1.04 CHF | 1.05 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 258,753 CHF | 261,253 CHF | 99.61% | 99.61% |
14/02/2025 | 0.77% | 1.05 CHF | 1.06 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 325,781 CHF | 328,281 CHF | 100.00% | 100.00% |
13/02/2025 | 0.82% | 1.24 CHF | 1.25 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 302,235 CHF | 304,735 CHF | 99.86% | 99.86% |
12/02/2025 | 1.03% | 1.03 CHF | 1.04 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 241,374 CHF | 243,874 CHF | 100.00% | 100.00% |
11/02/2025 | 0.90% | 1.14 CHF | 1.15 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 276,422 CHF | 278,922 CHF | 99.85% | 99.85% |
10/02/2025 | 0.89% | 1.16 CHF | 1.17 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 278,995 CHF | 281,495 CHF | 100.00% | 100.00% |
07/02/2025 | 1.19% | 0.86 CHF | 0.87 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 209,420 CHF | 211,920 CHF | 99.98% | 99.98% |