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 | 2.40% | 2.75 CHF | 2.77 CHF | 10,000 | 10,000 | 5,798 | 5,798 | 18,490 CHF | 18,874 CHF | 99.47% | 99.47% |
26/02/2025 | 3.14% | 2.99 CHF | 3.02 CHF | 10,000 | 10,000 | 5,811 | 5,811 | 15,215 CHF | 15,598 CHF | 99.65% | 99.65% |
25/02/2025 | 3.19% | 2.11 CHF | 2.13 CHF | 10,000 | 10,000 | 5,804 | 5,804 | 14,010 CHF | 14,391 CHF | 99.62% | 99.62% |
21/02/2025 | 1.88% | 4.03 CHF | 4.06 CHF | 10,000 | 10,000 | 5,802 | 5,802 | 24,428 CHF | 24,809 CHF | 99.65% | 99.65% |
20/02/2025 | 1.84% | 4.12 CHF | 4.15 CHF | 7,500 | 7,500 | 5,269 | 5,269 | 22,760 CHF | 23,128 CHF | 99.65% | 99.65% |
19/02/2025 | 1.83% | 4.47 CHF | 4.50 CHF | 10,000 | 10,000 | 5,802 | 5,802 | 25,189 CHF | 25,571 CHF | 99.65% | 99.65% |
18/02/2025 | 1.64% | 4.42 CHF | 4.45 CHF | 7,500 | 7,500 | 5,270 | 5,270 | 24,903 CHF | 25,270 CHF | 99.35% | 99.35% |
17/02/2025 | 3.94% | 4.83 CHF | 5.01 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 11,696 CHF | 12,166 CHF | 99.35% | 99.35% |
14/02/2025 | 1.57% | 5.02 CHF | 5.05 CHF | 7,500 | 7,500 | 5,271 | 5,271 | 26,592 CHF | 26,960 CHF | 99.65% | 99.65% |
13/02/2025 | 1.55% | 4.96 CHF | 4.99 CHF | 7,500 | 7,500 | 5,270 | 5,270 | 26,892 CHF | 27,259 CHF | 99.63% | 99.63% |