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 | 0.99% | 0.88 CHF | 0.89 CHF | 30,000 | 30,000 | 13,278 | 13,278 | 23,583 CHF | 23,800 CHF | 99.69% | 99.69% |
19/02/2025 | 1.00% | 2.03 CHF | 2.04 CHF | 30,000 | 30,000 | 13,278 | 13,278 | 27,153 CHF | 27,371 CHF | 99.69% | 99.69% |
18/02/2025 | 0.74% | 2.18 CHF | 2.19 CHF | 30,000 | 30,000 | 13,094 | 13,094 | 34,896 CHF | 35,113 CHF | 98.59% | 98.59% |
17/02/2025 | 1.68% | 2.96 CHF | 3.01 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 17,755 CHF | 18,055 CHF | 57.13% | 57.13% |
14/02/2025 | 0.53% | 2.82 CHF | 2.83 CHF | 30,000 | 30,000 | 12,315 | 12,315 | 41,212 CHF | 41,412 CHF | 75.81% | 75.81% |
13/02/2025 | 3.58% | 3.33 CHF | 3.42 CHF | 30,000 | 30,000 | 14,938 | 14,938 | 48,009 CHF | 49,418 CHF | 75.53% | 75.53% |
12/02/2025 | 0.45% | 4.89 CHF | 4.90 CHF | 30,000 | 30,000 | 13,423 | 13,423 | 64,006 CHF | 64,231 CHF | 96.52% | 96.52% |
11/02/2025 | 0.39% | 4.62 CHF | 4.63 CHF | 30,000 | 30,000 | 13,343 | 13,343 | 69,542 CHF | 69,762 CHF | 97.60% | 97.60% |
10/02/2025 | 0.36% | 5.98 CHF | 5.99 CHF | 30,000 | 30,000 | 13,252 | 13,252 | 77,775 CHF | 77,994 CHF | 99.68% | 99.68% |
07/02/2025 | 0.43% | 5.30 CHF | 5.31 CHF | 30,000 | 30,000 | 13,243 | 13,243 | 67,571 CHF | 67,789 CHF | 99.63% | 99.63% |