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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.03.2025 | 0.25% | 16.59 CHF | 16.61 CHF | 26'000 | 26'000 | 12'023 | 12'023 | 199'180 CHF | 199'584 CHF | 95.53% | 95.53% |
06.03.2025 | 0.37% | 17.46 CHF | 17.48 CHF | 25'000 | 25'000 | 11'829 | 11'829 | 201'985 CHF | 202'555 CHF | 96.01% | 96.01% |
05.03.2025 | 0.37% | 16.16 CHF | 16.18 CHF | 27'000 | 27'000 | 11'990 | 11'990 | 199'003 CHF | 199'570 CHF | 97.54% | 97.54% |
04.03.2025 | 0.27% | 15.37 CHF | 15.39 CHF | 28'000 | 28'000 | 12'366 | 12'120 | 189'715 CHF | 186'259 CHF | 95.75% | 95.75% |
03.03.2025 | 0.27% | 17.14 CHF | 17.16 CHF | 26'000 | 26'000 | 11'010 | 11'010 | 199'956 CHF | 200'395 CHF | 98.39% | 98.39% |
28.02.2025 | 0.26% | 16.78 CHF | 16.80 CHF | 26'000 | 26'000 | 11'898 | 11'898 | 191'863 CHF | 192'259 CHF | 99.69% | 99.90% |
27.02.2025 | 0.24% | 17.16 CHF | 17.18 CHF | 25'000 | 25'000 | 11'715 | 11'383 | 200'240 CHF | 194'914 CHF | 99.59% | 99.80% |
26.02.2025 | 0.25% | 16.83 CHF | 16.85 CHF | 26'000 | 26'000 | 11'993 | 11'932 | 201'434 CHF | 200'805 CHF | 100.00% | 100.00% |
25.02.2025 | 0.25% | 16.38 CHF | 16.40 CHF | 27'000 | 27'000 | 11'920 | 11'920 | 198'983 CHF | 199'381 CHF | 99.99% | 99.99% |
21.02.2025 | 0.24% | 20.66 CHF | 20.69 CHF | 22'000 | 22'000 | 9'988 | 9'955 | 210'793 CHF | 210'541 CHF | 99.86% | 100.00% |