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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/02/2021 | 1.26% | 0.87 CHF | 0.88 CHF | 75,000 | 75,000 | 76,567 | 76,567 | 60,527 CHF | 61,293 CHF | 99.51% | 99.51% |
24/02/2021 | 1.12% | 0.79 CHF | 0.80 CHF | 75,000 | 75,000 | 72,015 | 72,015 | 64,404 CHF | 65,124 CHF | 92.10% | 92.10% |
22/02/2021 | 0.78% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,092 CHF | 64,592 CHF | 99.49% | 99.49% |
19/02/2021 | 0.73% | 1.41 CHF | 1.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,834 CHF | 69,334 CHF | 95.38% | 95.38% |
18/02/2021 | 0.68% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,924 CHF | 74,424 CHF | 99.11% | 99.11% |
17/02/2021 | 0.59% | 1.64 CHF | 1.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,069 CHF | 84,569 CHF | 100.00% | 100.00% |
16/02/2021 | 0.59% | 1.77 CHF | 1.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,259 CHF | 85,759 CHF | 99.82% | 99.82% |
15/02/2021 | 0.57% | 1.70 CHF | 1.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,073 CHF | 87,573 CHF | 99.66% | 99.66% |
12/02/2021 | 0.55% | 1.88 CHF | 1.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,110 CHF | 90,610 CHF | 100.00% | 100.00% |
11/02/2021 | 0.62% | 1.75 CHF | 1.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,077 CHF | 80,577 CHF | 100.00% | 100.00% |