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 | 166.67% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000 CHF | 5'500 CHF | 85.34% | 85.34% |
12.03.2025 | 132.27% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'758 CHF | 6'379 CHF | 91.58% | 91.58% |
11.03.2025 | 45.69% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'074 CHF | 14'537 CHF | 94.81% | 94.81% |
10.03.2025 | 22.85% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 915'267 | 353'916 | 39'977 CHF | 18'026 CHF | 96.44% | 96.44% |
07.03.2025 | 14.54% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 871'910 | 290'637 | 56'126 CHF | 21'615 CHF | 96.49% | 96.49% |
06.03.2025 | 15.56% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 875'660 | 291'887 | 52'499 CHF | 20'419 CHF | 98.04% | 98.04% |
05.03.2025 | 12.99% | 0.04 CHF | 0.05 CHF | 1'000'000 | 400'000 | 794'620 | 273'536 | 58'396 CHF | 22'613 CHF | 97.93% | 97.93% |
04.03.2025 | 9.78% | 0.11 CHF | 0.12 CHF | 600'000 | 200'000 | 743'250 | 247'750 | 72'532 CHF | 26'655 CHF | 98.64% | 98.64% |
03.03.2025 | 8.08% | 0.12 CHF | 0.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 71'379 CHF | 25'793 CHF | 94.40% | 94.40% |
28.02.2025 | 10.54% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 67'690 CHF | 25'063 CHF | 98.61% | 98.61% |