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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.03.2025 | 7.53% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 734'840 | 244'947 | 95'014 CHF | 34'121 CHF | 96.49% | 96.49% |
11.03.2025 | 6.97% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 735'204 | 245'068 | 101'790 CHF | 36'381 CHF | 97.86% | 97.86% |
10.03.2025 | 6.71% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 631'502 | 210'501 | 91'079 CHF | 32'465 CHF | 99.14% | 99.14% |
07.03.2025 | 6.10% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 660'509 | 220'170 | 104'815 CHF | 37'140 CHF | 98.67% | 98.67% |
06.03.2025 | 7.21% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 724'041 | 241'347 | 97'411 CHF | 34'884 CHF | 99.26% | 99.26% |
05.03.2025 | 9.03% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 851'971 | 284'292 | 91'095 CHF | 33'232 CHF | 98.59% | 98.59% |
04.03.2025 | 10.03% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 903'101 | 312'176 | 86'278 CHF | 32'727 CHF | 97.14% | 97.14% |
03.03.2025 | 9.73% | 0.11 CHF | 0.12 CHF | 900'000 | 300'000 | 871'362 | 290'454 | 85'510 CHF | 31'408 CHF | 94.79% | 94.79% |
28.02.2025 | 12.66% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 74'581 CHF | 33'832 CHF | 99.17% | 99.17% |
27.02.2025 | 7.70% | 0.11 CHF | 0.12 CHF | 900'000 | 300'000 | 762'932 | 254'311 | 95'428 CHF | 34'352 CHF | 99.59% | 99.59% |