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 | 37.06% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'667 CHF | 8'167 CHF | 100.00% | 100.00% |
12.03.2025 | 26.68% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 981'565 | 253'248 | 32'529 CHF | 10'977 CHF | 99.96% | 99.96% |
11.03.2025 | 19.04% | 0.05 CHF | 0.06 CHF | 800'000 | 500'000 | 763'838 | 397'799 | 36'362 CHF | 23'713 CHF | 100.00% | 100.00% |
10.03.2025 | 14.82% | 0.07 CHF | 0.08 CHF | 575'000 | 375'000 | 632'721 | 414'535 | 39'585 CHF | 30'069 CHF | 99.99% | 99.99% |
07.03.2025 | 19.04% | 0.05 CHF | 0.06 CHF | 725'000 | 500'000 | 820'411 | 376'850 | 39'032 CHF | 22'048 CHF | 100.00% | 100.00% |
06.03.2025 | 23.02% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 979'446 | 250'000 | 37'824 CHF | 12'170 CHF | 100.00% | 100.00% |
05.03.2025 | 22.14% | 0.04 CHF | 0.05 CHF | 975'000 | 250'000 | 943'467 | 282'424 | 38'447 CHF | 14'640 CHF | 99.40% | 99.40% |
04.03.2025 | 9.18% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 494'747 | 420'652 | 51'317 CHF | 49'838 CHF | 99.21% | 99.21% |
03.03.2025 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'002 CHF | 8'750 CHF | 100.00% | 100.00% |
28.02.2025 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 981'919 | 250'000 | 24'548 CHF | 8'750 CHF | 98.58% | 98.58% |