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 | 1.66% | 0.58 CHF | 0.59 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 447'979 CHF | 91'096 CHF | 97.45% | 97.45% |
12.03.2025 | 1.56% | 0.64 CHF | 0.65 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 477'466 CHF | 96'993 CHF | 97.74% | 97.74% |
11.03.2025 | 1.43% | 0.67 CHF | 0.68 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 520'746 CHF | 105'649 CHF | 99.22% | 99.22% |
10.03.2025 | 1.36% | 0.75 CHF | 0.76 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 549'442 CHF | 111'388 CHF | 99.15% | 99.15% |
07.03.2025 | 1.47% | 0.69 CHF | 0.70 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 506'968 CHF | 102'894 CHF | 99.22% | 99.22% |
06.03.2025 | 1.55% | 0.64 CHF | 0.65 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 479'937 CHF | 97'487 CHF | 99.22% | 99.22% |
05.03.2025 | 1.55% | 0.65 CHF | 0.66 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 481'972 CHF | 97'894 CHF | 98.55% | 98.55% |
04.03.2025 | 1.25% | 0.83 CHF | 0.84 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 600'055 CHF | 121'511 CHF | 99.20% | 99.20% |
03.03.2025 | 1.94% | 0.52 CHF | 0.53 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 383'709 CHF | 130'403 CHF | 97.39% | 97.39% |
28.02.2025 | 2.01% | 0.49 CHF | 0.50 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 368'885 CHF | 125'462 CHF | 99.22% | 99.22% |