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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02.04.2025 | 0.66% | 1.54 CHF | 1.55 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'506'760 CHF | 1'516'760 CHF | 98.20% | 98.20% |
01.04.2025 | 0.61% | 1.77 CHF | 1.78 CHF | 1'000'000 | 1'000'000 | 999'934 | 999'934 | 1'628'670 CHF | 1'638'670 CHF | 97.15% | 97.15% |
31.03.2025 | 0.70% | 1.40 CHF | 1.41 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'423'440 CHF | 1'433'440 CHF | 99.91% | 99.91% |
28.03.2025 | 0.58% | 1.72 CHF | 1.73 CHF | 980'000 | 980'000 | 980'000 | 980'000 | 1'684'900 CHF | 1'694'700 CHF | 97.96% | 97.96% |
27.03.2025 | 0.65% | 1.84 CHF | 1.85 CHF | 920'000 | 920'000 | 860'298 | 860'298 | 1'585'890 CHF | 1'594'890 CHF | 98.71% | 98.71% |
26.03.2025 | 0.46% | 2.05 CHF | 2.06 CHF | 850'000 | 850'000 | 850'000 | 850'000 | 1'831'340 CHF | 1'839'840 CHF | 97.07% | 97.07% |
25.03.2025 | 0.44% | 2.28 CHF | 2.29 CHF | 910'000 | 910'000 | 910'000 | 910'000 | 2'044'560 CHF | 2'053'660 CHF | 99.99% | 99.99% |
24.03.2025 | 0.45% | 2.08 CHF | 2.09 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 2'007'910 CHF | 2'016'910 CHF | 99.73% | 99.73% |
21.03.2025 | 0.47% | 2.20 CHF | 2.21 CHF | 870'000 | 870'000 | 870'000 | 870'000 | 1'859'270 CHF | 1'867'970 CHF | 99.42% | 99.42% |
20.03.2025 | 0.43% | 2.42 CHF | 2.43 CHF | 810'000 | 810'000 | 806'859 | 806'859 | 1'906'760 CHF | 1'914'840 CHF | 99.10% | 99.10% |