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 | 2.48% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 240'172 CHF | 82'057 CHF | 97.38% | 97.38% |
12.03.2025 | 2.78% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 618'765 | 206'255 | 219'818 CHF | 75'335 CHF | 99.18% | 99.18% |
11.03.2025 | 2.56% | 0.34 CHF | 0.35 CHF | 750'000 | 250'000 | 629'369 | 209'790 | 242'099 CHF | 82'798 CHF | 99.16% | 99.16% |
10.03.2025 | 2.56% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 634'365 | 211'455 | 244'746 CHF | 83'696 CHF | 99.13% | 99.13% |
07.03.2025 | 2.77% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 950'546 | 246'967 | 338'511 CHF | 90'609 CHF | 99.18% | 99.18% |
06.03.2025 | 2.68% | 0.47 CHF | 0.48 CHF | 1'000'000 | 200'000 | 1'000'000 | 219'411 | 393'393 CHF | 86'687 CHF | 99.21% | 99.21% |
05.03.2025 | 5.32% | 0.23 CHF | 0.24 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 195'152 CHF | 51'288 CHF | 98.54% | 98.54% |
04.03.2025 | 16.94% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 54'600 CHF | 16'150 CHF | 99.22% | 99.22% |
03.03.2025 | 15.65% | 0.07 CHF | 0.08 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 60'075 CHF | 17'519 CHF | 97.37% | 97.37% |
28.02.2025 | 15.40% | 0.06 CHF | 0.07 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 60'377 CHF | 17'594 CHF | 99.22% | 99.22% |