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 | 65.47% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'360 CHF | 5'090 CHF | 100.00% | 100.00% |
12.03.2025 | 42.77% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'614 CHF | 7'154 CHF | 100.00% | 100.00% |
11.03.2025 | 47.30% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 16'389 CHF | 6'597 CHF | 100.00% | 100.00% |
10.03.2025 | 40.35% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'154 CHF | 7'538 CHF | 99.99% | 99.99% |
07.03.2025 | 28.14% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'415 CHF | 10'354 CHF | 99.99% | 99.99% |
06.03.2025 | 36.35% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 988'598 | 260'954 | 25'314 CHF | 9'740 CHF | 99.82% | 99.82% |
05.03.2025 | 18.31% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 933'474 | 353'712 | 46'892 CHF | 22'176 CHF | 99.91% | 99.91% |
04.03.2025 | 8.00% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 430'541 | 424'423 | 51'693 CHF | 55'324 CHF | 86.43% | 86.43% |
03.03.2025 | 11.25% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 606'875 | 325'996 | 50'991 CHF | 30'849 CHF | 99.99% | 99.99% |
28.02.2025 | 10.67% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 576'268 | 333'223 | 51'156 CHF | 33'235 CHF | 96.95% | 96.95% |