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 |
---|---|---|---|---|---|---|---|---|---|---|---|
06/02/2025 | 0.14% | 70.30 CHF | 70.40 CHF | 3,700 | 3,700 | 3,778 | 3,778 | 262,795 CHF | 263,173 CHF | 100.00% | 100.00% |
05/02/2025 | 0.15% | 68.20 CHF | 68.30 CHF | 3,900 | 3,900 | 3,900 | 3,900 | 265,881 CHF | 266,271 CHF | 100.00% | 100.00% |
04/02/2025 | 0.15% | 66.50 CHF | 66.60 CHF | 3,900 | 3,900 | 3,896 | 3,896 | 258,265 CHF | 258,655 CHF | 100.00% | 100.00% |
03/02/2025 | 0.15% | 67.90 CHF | 68.00 CHF | 3,900 | 3,900 | 3,897 | 3,897 | 264,742 CHF | 265,132 CHF | 99.93% | 99.93% |
31/01/2025 | 0.15% | 66.60 CHF | 66.70 CHF | 3,900 | 3,900 | 3,884 | 3,884 | 258,261 CHF | 258,650 CHF | 100.00% | 100.00% |
30/01/2025 | 0.15% | 65.80 CHF | 65.90 CHF | 4,000 | 4,000 | 3,984 | 3,984 | 258,489 CHF | 258,888 CHF | 100.00% | 100.00% |
29/01/2025 | 0.17% | 65.00 CHF | 65.10 CHF | 4,500 | 4,500 | 4,655 | 4,655 | 269,493 CHF | 269,959 CHF | 99.05% | 99.05% |
28/01/2025 | 0.19% | 55.00 CHF | 55.10 CHF | 5,200 | 5,200 | 5,179 | 5,179 | 275,052 CHF | 275,570 CHF | 100.00% | 100.00% |
27/01/2025 | 0.20% | 49.85 CHF | 49.95 CHF | 5,400 | 5,400 | 5,489 | 5,489 | 269,682 CHF | 270,231 CHF | 100.00% | 100.00% |
24/01/2025 | 0.21% | 46.70 CHF | 46.80 CHF | 5,200 | 5,200 | 5,123 | 5,123 | 249,034 CHF | 249,546 CHF | 100.00% | 100.00% |