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 | 2,72% | 1,89 CHF | 1,91 CHF | 150 000 | 150 000 | 122 972 | 122 972 | 232 591 CHF | 235 309 CHF | 100,00% | 100,00% |
19/02/2025 | 5,71% | 1,98 CHF | 2,08 CHF | 15 000 | 15 000 | 13 522 | 13 522 | 27 298 CHF | 28 776 CHF | 99,76% | 99,76% |
18/02/2025 | 2,58% | 1,97 CHF | 1,99 CHF | 150 000 | 150 000 | 123 005 | 123 005 | 249 958 CHF | 252 675 CHF | 100,00% | 100,00% |
17/02/2025 | 6,62% | 1,94 CHF | 2,04 CHF | 15 000 | 15 000 | 12 296 | 12 296 | 23 892 CHF | 25 147 CHF | 100,00% | 100,00% |
14/02/2025 | 2,36% | 1,96 CHF | 1,98 CHF | 150 000 | 150 000 | 123 000 | 123 000 | 274 666 CHF | 277 385 CHF | 100,00% | 100,00% |
13/02/2025 | 2,75% | 2,29 CHF | 2,31 CHF | 150 000 | 150 000 | 122 938 | 122 938 | 252 104 CHF | 254 822 CHF | 99,85% | 99,85% |
12/02/2025 | 2,58% | 1,79 CHF | 1,81 CHF | 150 000 | 150 000 | 125 090 | 125 090 | 244 228 CHF | 246 968 CHF | 98,20% | 98,20% |
11/02/2025 | 3,41% | 1,81 CHF | 1,83 CHF | 150 000 | 150 000 | 124 836 | 124 836 | 208 769 CHF | 211 506 CHF | 98,21% | 98,21% |
10/02/2025 | 3,38% | 1,35 CHF | 1,37 CHF | 150 000 | 150 000 | 123 014 | 123 014 | 194 356 CHF | 197 075 CHF | 100,00% | 100,00% |
07/02/2025 | 2,80% | 1,30 CHF | 1,32 CHF | 150 000 | 150 000 | 126 915 | 126 915 | 221 533 CHF | 224 293 CHF | 96,67% | 96,67% |