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 | 1.12% | 0.86 CHF | 0.87 CHF | 600'000 | 100'000 | 600'000 | 100'000 | 531'155 CHF | 89'526 CHF | 97.35% | 97.35% |
12.03.2025 | 1.21% | 0.80 CHF | 0.81 CHF | 600'000 | 100'000 | 600'000 | 100'000 | 491'905 CHF | 82'984 CHF | 99.17% | 99.17% |
11.03.2025 | 1.17% | 0.79 CHF | 0.80 CHF | 600'000 | 100'000 | 600'000 | 100'000 | 510'822 CHF | 86'137 CHF | 99.16% | 99.16% |
10.03.2025 | 1.17% | 0.89 CHF | 0.90 CHF | 600'000 | 100'000 | 600'000 | 100'000 | 509'166 CHF | 85'861 CHF | 99.12% | 99.12% |
07.03.2025 | 1.25% | 0.86 CHF | 0.87 CHF | 600'000 | 100'000 | 600'000 | 100'000 | 476'571 CHF | 80'429 CHF | 99.18% | 99.18% |
06.03.2025 | 1.22% | 0.94 CHF | 0.95 CHF | 600'000 | 100'000 | 600'000 | 100'000 | 499'069 CHF | 84'178 CHF | 99.20% | 99.20% |
05.03.2025 | 1.75% | 0.60 CHF | 0.61 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 345'110 CHF | 117'036 CHF | 98.54% | 98.54% |
04.03.2025 | 3.12% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 727'766 | 242'589 | 229'960 CHF | 79'079 CHF | 99.17% | 99.17% |
03.03.2025 | 2.77% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 602'579 | 200'860 | 215'394 CHF | 73'807 CHF | 97.38% | 97.38% |
28.02.2025 | 2.78% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 212'720 CHF | 72'907 CHF | 99.21% | 99.21% |