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 | 4.79% | 0.39 CHF | 0.41 CHF | 130'000 | 75'000 | 130'473 | 75'000 | 51'281 CHF | 30'929 CHF | 98.19% | 98.19% |
12.03.2025 | 4.50% | 0.40 CHF | 0.42 CHF | 130'000 | 75'000 | 126'889 | 73'943 | 51'836 CHF | 31'623 CHF | 98.58% | 98.58% |
11.03.2025 | 4.42% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 123'688 | 72'991 | 51'850 CHF | 31'986 CHF | 95.69% | 95.69% |
10.03.2025 | 4.35% | 0.39 CHF | 0.41 CHF | 130'000 | 75'000 | 123'100 | 75'000 | 52'414 CHF | 33'405 CHF | 99.95% | 99.95% |
07.03.2025 | 4.36% | 0.45 CHF | 0.48 CHF | 120'000 | 50'000 | 119'559 | 73'528 | 53'338 CHF | 34'247 CHF | 98.21% | 98.21% |
06.03.2025 | 4.29% | 0.46 CHF | 0.48 CHF | 110'000 | 75'000 | 118'415 | 74'432 | 52'480 CHF | 34'459 CHF | 96.46% | 96.46% |
05.03.2025 | 3.88% | 0.47 CHF | 0.49 CHF | 110'000 | 75'000 | 107'204 | 74'107 | 51'871 CHF | 37'282 CHF | 93.12% | 93.12% |
04.03.2025 | 3.63% | 0.48 CHF | 0.50 CHF | 110'000 | 75'000 | 101'573 | 75'000 | 52'197 CHF | 39'999 CHF | 100.00% | 100.00% |
03.03.2025 | 3.49% | 0.53 CHF | 0.55 CHF | 100'000 | 75'000 | 102'292 | 75'000 | 52'837 CHF | 40'262 CHF | 98.88% | 98.88% |
28.02.2025 | 4.51% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 120'000 | 71'893 | 53'224 CHF | 33'314 CHF | 99.19% | 99.19% |