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 | 0.75% | 100.40 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'517 CHF | 101'277 CHF | 55.56% | 55.56% |
12.03.2025 | 1.19% | 100.10 % | 100.90 % | 100'000 | 100'000 | 56'148 | 56'148 | 56'097 CHF | 56'740 CHF | 92.87% | 92.87% |
11.03.2025 | 1.25% | 99.75 % | 101.00 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'034 CHF | 50'662 CHF | 65.12% | 65.12% |
10.03.2025 | 1.25% | 100.20 % | 101.50 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'034 CHF | 50'664 CHF | 76.60% | 76.60% |
07.03.2025 | 1.25% | 100.10 % | 101.40 % | 50'000 | 50'000 | 50'000 | 50'000 | 49'821 CHF | 50'447 CHF | 65.70% | 65.70% |
06.03.2025 | 1.25% | 100.60 % | 101.90 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'202 CHF | 50'835 CHF | 84.15% | 84.15% |
05.03.2025 | 0.75% | 101.50 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'856 CHF | 101'612 CHF | 63.65% | 63.65% |
04.03.2025 | 0.75% | 98.50 % | 99.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'944 CHF | 99'690 CHF | 84.77% | 84.77% |
03.03.2025 | 0.75% | 99.70 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'896 CHF | 100'652 CHF | 96.88% | 96.88% |
28.02.2025 | 0.75% | 99.95 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'924 CHF | 100'672 CHF | 73.60% | 73.60% |