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 | 0.84% | 1.23 CHF | 1.24 CHF | 30,000 | 30,000 | 13,278 | 13,278 | 28,265 CHF | 28,483 CHF | 99.69% | 99.69% |
19/02/2025 | 0.85% | 2.39 CHF | 2.40 CHF | 30,000 | 30,000 | 13,278 | 13,278 | 31,850 CHF | 32,068 CHF | 99.69% | 99.69% |
18/02/2025 | 0.65% | 2.53 CHF | 2.54 CHF | 30,000 | 30,000 | 13,094 | 13,094 | 39,520 CHF | 39,737 CHF | 98.59% | 98.59% |
17/02/2025 | 1.50% | 3.31 CHF | 3.36 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 19,865 CHF | 20,165 CHF | 57.14% | 57.14% |
14/02/2025 | 0.48% | 3.17 CHF | 3.18 CHF | 30,000 | 30,000 | 12,315 | 12,315 | 45,543 CHF | 45,743 CHF | 75.81% | 75.81% |
13/02/2025 | 3.14% | 3.68 CHF | 3.77 CHF | 30,000 | 30,000 | 14,941 | 14,941 | 53,326 CHF | 54,735 CHF | 75.57% | 75.57% |
12/02/2025 | 0.42% | 5.25 CHF | 5.26 CHF | 30,000 | 30,000 | 13,423 | 13,423 | 68,801 CHF | 69,026 CHF | 96.51% | 96.51% |
11/02/2025 | 0.36% | 4.98 CHF | 4.99 CHF | 30,000 | 30,000 | 13,343 | 13,343 | 74,306 CHF | 74,526 CHF | 97.61% | 97.61% |
10/02/2025 | 0.34% | 6.33 CHF | 6.34 CHF | 30,000 | 30,000 | 13,253 | 13,253 | 82,491 CHF | 82,710 CHF | 99.69% | 99.69% |
07/02/2025 | 0.40% | 5.65 CHF | 5.66 CHF | 30,000 | 30,000 | 13,251 | 13,251 | 72,319 CHF | 72,538 CHF | 99.68% | 99.68% |