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 | 5.32% | 0.19 CHF | 0.20 CHF | 214,088 | 20,000 | 214,744 | 20,000 | 39,357 CHF | 3,866 CHF | 99.39% | 99.39% |
19/02/2025 | 4.58% | 0.22 CHF | 0.23 CHF | 213,278 | 20,000 | 213,585 | 19,846 | 45,669 CHF | 4,440 CHF | 49.81% | 49.81% |
18/02/2025 | 3.81% | 0.24 CHF | 0.25 CHF | 212,308 | 20,000 | 197,548 | 20,000 | 50,898 CHF | 5,362 CHF | 22.87% | 22.87% |
17/02/2025 | 3.14% | 0.29 CHF | 0.30 CHF | 180,000 | 20,000 | 165,118 | 20,000 | 51,773 CHF | 6,511 CHF | 84.74% | 84.74% |
14/02/2025 | 2.15% | 0.45 CHF | 0.46 CHF | 120,000 | 20,000 | 113,107 | 20,000 | 51,996 CHF | 9,401 CHF | 99.29% | 99.29% |
13/02/2025 | 2.18% | 0.48 CHF | 0.49 CHF | 110,000 | 20,000 | 114,175 | 19,918 | 51,792 CHF | 9,243 CHF | 97.97% | 97.97% |
12/02/2025 | 2.28% | 0.47 CHF | 0.48 CHF | 110,000 | 20,000 | 121,246 | 19,697 | 52,647 CHF | 8,766 CHF | 96.99% | 96.99% |
11/02/2025 | 2.21% | 0.47 CHF | 0.48 CHF | 110,000 | 20,000 | 117,960 | 20,000 | 52,841 CHF | 9,165 CHF | 100.00% | 100.00% |
10/02/2025 | 2.30% | 0.44 CHF | 0.45 CHF | 120,000 | 20,000 | 121,074 | 20,000 | 52,153 CHF | 8,826 CHF | 100.00% | 100.00% |