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 | 4.36% | 0.21 CHF | 0.22 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 202'448 CHF | 70'483 CHF | 97.12% | 97.12% |
11.03.2025 | 4.34% | 0.21 CHF | 0.22 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 203'148 CHF | 70'716 CHF | 98.32% | 98.32% |
10.03.2025 | 4.24% | 0.23 CHF | 0.24 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 207'794 CHF | 72'265 CHF | 99.48% | 99.48% |
07.03.2025 | 4.21% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 892'304 | 297'435 | 207'511 CHF | 72'145 CHF | 97.66% | 97.66% |
06.03.2025 | 4.60% | 0.25 CHF | 0.26 CHF | 900'000 | 300'000 | 899'246 | 299'749 | 191'919 CHF | 66'971 CHF | 99.26% | 99.26% |
05.03.2025 | 5.18% | 0.22 CHF | 0.23 CHF | 900'000 | 300'000 | 919'306 | 319'306 | 173'513 CHF | 63'283 CHF | 98.57% | 98.57% |
04.03.2025 | 5.45% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 936'171 | 336'171 | 167'312 CHF | 63'220 CHF | 96.66% | 96.66% |
03.03.2025 | 5.28% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 931'232 | 331'232 | 171'662 CHF | 64'208 CHF | 95.47% | 95.47% |
28.02.2025 | 6.28% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 154'458 CHF | 65'783 CHF | 99.16% | 99.16% |
27.02.2025 | 4.97% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 176'606 CHF | 61'869 CHF | 99.18% | 99.18% |