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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/02/2025 | 1.01% | 1.00 CHF | 1.01 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 494,563 CHF | 99,913 CHF | 99.26% | 99.26% |
12/02/2025 | 1.04% | 0.94 CHF | 0.95 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 478,991 CHF | 96,798 CHF | 99.00% | 99.00% |
11/02/2025 | 1.09% | 0.94 CHF | 0.95 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 455,019 CHF | 92,004 CHF | 99.26% | 99.26% |
10/02/2025 | 1.09% | 0.92 CHF | 0.93 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 456,103 CHF | 92,221 CHF | 99.27% | 99.27% |
07/02/2025 | 1.05% | 0.91 CHF | 0.92 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 472,852 CHF | 95,570 CHF | 99.27% | 99.27% |
06/02/2025 | 1.06% | 0.99 CHF | 1.00 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 469,169 CHF | 94,834 CHF | 99.27% | 99.27% |
05/02/2025 | 1.15% | 0.88 CHF | 0.89 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 431,827 CHF | 87,366 CHF | 99.27% | 99.27% |
04/02/2025 | 1.16% | 0.85 CHF | 0.86 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 428,965 CHF | 86,793 CHF | 99.27% | 99.27% |
03/02/2025 | 1.14% | 0.86 CHF | 0.87 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 435,411 CHF | 88,082 CHF | 99.25% | 99.25% |
31/01/2025 | 0.77% | 1.28 CHF | 1.29 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 645,203 CHF | 130,041 CHF | 99.27% | 99.27% |