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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.03.2025 | 3.21% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 97'325 | 75'000 | 53'661 CHF | 42'717 CHF | 98.24% | 98.24% |
12.03.2025 | 3.35% | 0.56 CHF | 0.58 CHF | 90'000 | 75'000 | 90'257 | 73'943 | 51'136 CHF | 43'326 CHF | 98.51% | 98.51% |
11.03.2025 | 3.06% | 0.56 CHF | 0.58 CHF | 90'000 | 75'000 | 90'000 | 73'350 | 51'907 CHF | 43'605 CHF | 94.38% | 94.38% |
10.03.2025 | 3.05% | 0.55 CHF | 0.57 CHF | 100'000 | 75'000 | 91'094 | 75'000 | 53'127 CHF | 45'124 CHF | 100.00% | 100.00% |
07.03.2025 | 3.02% | 0.61 CHF | 0.63 CHF | 90'000 | 50'000 | 90'000 | 73'528 | 54'375 CHF | 45'765 CHF | 98.21% | 98.21% |
06.03.2025 | 3.17% | 0.62 CHF | 0.64 CHF | 90'000 | 75'000 | 90'000 | 74'432 | 54'021 CHF | 46'121 CHF | 96.46% | 96.46% |
05.03.2025 | 2.83% | 0.63 CHF | 0.65 CHF | 80'000 | 75'000 | 78'985 | 74'104 | 50'589 CHF | 48'818 CHF | 92.84% | 92.84% |
04.03.2025 | 2.86% | 0.64 CHF | 0.65 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'644 CHF | 51'748 CHF | 100.00% | 100.00% |
03.03.2025 | 2.69% | 0.69 CHF | 0.71 CHF | 80'000 | 75'000 | 81'236 | 75'000 | 54'776 CHF | 52'032 CHF | 98.89% | 98.89% |
28.02.2025 | 3.20% | 0.60 CHF | 0.62 CHF | 90'000 | 75'000 | 90'000 | 71'893 | 53'972 CHF | 44'465 CHF | 99.19% | 99.19% |