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 | 2.38% | 0.34 CHF | 0.35 CHF | 150,000 | 75,000 | 124,745 | 75,000 | 51,775 CHF | 32,282 CHF | 99.40% | 99.40% |
19/02/2025 | 2.03% | 0.40 CHF | 0.41 CHF | 130,000 | 75,000 | 105,862 | 74,268 | 52,383 CHF | 38,305 CHF | 99.89% | 99.89% |
18/02/2025 | 1.62% | 0.63 CHF | 0.64 CHF | 80,000 | 75,000 | 86,700 | 75,000 | 53,145 CHF | 46,781 CHF | 99.48% | 99.48% |
17/02/2025 | 1.90% | 0.54 CHF | 0.55 CHF | 100,000 | 75,000 | 100,861 | 75,000 | 52,721 CHF | 39,976 CHF | 99.37% | 99.37% |
14/02/2025 | 2.10% | 0.43 CHF | 0.44 CHF | 120,000 | 75,000 | 109,783 | 75,000 | 51,742 CHF | 36,283 CHF | 99.25% | 99.25% |
13/02/2025 | 1.93% | 0.55 CHF | 0.56 CHF | 100,000 | 75,000 | 101,248 | 74,214 | 52,790 CHF | 39,555 CHF | 99.35% | 99.35% |
12/02/2025 | 1.75% | 0.58 CHF | 0.59 CHF | 90,000 | 75,000 | 90,413 | 73,489 | 53,228 CHF | 44,007 CHF | 96.26% | 96.26% |