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 | 4.08% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 210'638 | 100'000 | 50'594 CHF | 25'082 CHF | 95.28% | 95.28% |
12.03.2025 | 3.80% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 194'939 | 100'000 | 50'809 CHF | 27'177 CHF | 96.12% | 96.12% |
11.03.2025 | 4.04% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 207'103 | 100'000 | 50'711 CHF | 25'677 CHF | 93.87% | 93.87% |
10.03.2025 | 3.86% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 199'932 | 100'000 | 50'837 CHF | 26'562 CHF | 97.55% | 97.55% |
07.03.2025 | 2.94% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 153'448 | 100'000 | 51'714 CHF | 34'742 CHF | 96.48% | 96.48% |
06.03.2025 | 3.15% | 0.39 CHF | 0.41 CHF | 130'000 | 100'000 | 133'765 | 100'000 | 51'671 CHF | 39'976 CHF | 91.67% | 91.67% |
05.03.2025 | 4.27% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 147'863 | 100'000 | 51'665 CHF | 37'299 CHF | 92.17% | 92.17% |
04.03.2025 | 7.17% | 0.11 CHF | 0.12 CHF | 368'421 | 100'000 | 317'670 | 100'000 | 43'371 CHF | 15'035 CHF | 69.99% | 69.99% |
03.03.2025 | 3.89% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 201'629 | 100'000 | 50'790 CHF | 26'323 CHF | 99.93% | 99.93% |
28.02.2025 | 4.92% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 253'253 | 100'000 | 50'385 CHF | 20'931 CHF | 88.19% | 88.19% |