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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.03.2025 | 0.60% | 1.61 CHF | 1.62 CHF | 150'000 | 150'000 | 59'375 | 59'126 | 100'244 CHF | 100'420 CHF | 99.87% | 99.87% |
06.03.2025 | 0.78% | 1.97 CHF | 1.98 CHF | 150'000 | 150'000 | 59'238 | 59'238 | 115'101 CHF | 115'853 CHF | 99.66% | 99.66% |
05.03.2025 | 0.69% | 2.01 CHF | 2.02 CHF | 150'000 | 150'000 | 56'913 | 56'913 | 123'011 CHF | 123'728 CHF | 99.56% | 99.56% |
04.03.2025 | 0.58% | 1.73 CHF | 1.74 CHF | 150'000 | 150'000 | 58'849 | 58'849 | 104'871 CHF | 105'462 CHF | 99.16% | 99.16% |
03.03.2025 | 0.37% | 2.42 CHF | 2.43 CHF | 140'000 | 140'000 | 53'658 | 53'658 | 140'495 CHF | 141'032 CHF | 99.43% | 99.43% |
28.02.2025 | 0.41% | 2.74 CHF | 2.75 CHF | 140'000 | 140'000 | 54'625 | 54'397 | 138'791 CHF | 138'731 CHF | 99.12% | 99.12% |
27.02.2025 | 0.29% | 3.15 CHF | 3.16 CHF | 130'000 | 130'000 | 49'356 | 49'356 | 168'041 CHF | 168'536 CHF | 98.85% | 98.85% |
26.02.2025 | - | 3.68 CHF | - CHF | 130'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.62% |
25.02.2025 | - | 3.05 CHF | - CHF | 130'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.25% |
21.02.2025 | 0.24% | 4.24 CHF | 4.25 CHF | 120'000 | 120'000 | 47'460 | 47'460 | 203'805 CHF | 204'280 CHF | 99.92% | 99.92% |