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 | 0.67% | 1.88 CHF | 1.89 CHF | 50,000 | 50,000 | 49,836 | 49,794 | 92,781 CHF | 93,321 CHF | 98.01% | 98.01% |
12/02/2025 | 0.74% | 1.82 CHF | 1.83 CHF | 50,000 | 50,000 | 49,026 | 48,783 | 89,762 CHF | 89,981 CHF | 96.68% | 96.68% |
11/02/2025 | 0.72% | 1.84 CHF | 1.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,821 CHF | 93,495 CHF | 100.00% | 100.00% |
10/02/2025 | 0.68% | 1.86 CHF | 1.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,246 CHF | 92,880 CHF | 100.00% | 100.00% |
07/02/2025 | 0.79% | 1.85 CHF | 1.87 CHF | 30,000 | 25,000 | 47,937 | 47,325 | 90,420 CHF | 89,955 CHF | 99.18% | 99.18% |
06/02/2025 | 0.97% | 1.91 CHF | 1.92 CHF | 50,000 | 50,000 | 36,660 | 36,660 | 70,542 CHF | 71,164 CHF | 58.42% | 58.42% |
05/02/2025 | 0.70% | 1.93 CHF | 1.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 96,265 CHF | 96,943 CHF | 100.00% | 100.00% |
04/02/2025 | 0.63% | 1.96 CHF | 1.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 99,322 CHF | 99,951 CHF | 100.00% | 100.00% |
03/02/2025 | 0.75% | 2.06 CHF | 2.08 CHF | 50,000 | 50,000 | 49,096 | 48,645 | 101,645 CHF | 101,446 CHF | 99.85% | 99.85% |
31/01/2025 | 0.59% | 2.20 CHF | 2.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 111,788 CHF | 112,451 CHF | 100.00% | 100.00% |