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 | 0.26% | 6.66 CHF | 6.67 CHF | 30'000 | 30'000 | 20'086 | 20'086 | 128'191 CHF | 128'490 CHF | 98.90% | 98.91% |
12.03.2025 | 0.36% | 6.08 CHF | 6.09 CHF | 30'000 | 30'000 | 14'384 | 14'384 | 90'450 CHF | 90'709 CHF | 98.50% | 98.50% |
11.03.2025 | 0.47% | 6.61 CHF | 6.64 CHF | 6'000 | 6'000 | 9'173 | 9'173 | 58'114 CHF | 58'312 CHF | 95.53% | 95.53% |
10.03.2025 | 0.63% | 6.19 CHF | 6.22 CHF | 6'000 | 6'000 | 4'084 | 4'084 | 23'967 CHF | 24'108 CHF | 94.17% | 94.17% |
07.03.2025 | 0.61% | 5.64 CHF | 5.66 CHF | 15'000 | 15'000 | 7'251 | 7'252 | 39'549 CHF | 39'738 CHF | 89.66% | 89.69% |
06.03.2025 | 0.77% | 5.01 CHF | 5.05 CHF | 3'000 | 3'000 | 3'741 | 3'524 | 18'946 CHF | 17'995 CHF | 99.47% | 99.47% |
05.03.2025 | 0.76% | 5.27 CHF | 5.29 CHF | 15'000 | 15'000 | 4'288 | 4'288 | 21'637 CHF | 21'775 CHF | 99.58% | 99.58% |
04.03.2025 | 0.40% | 5.43 CHF | 5.45 CHF | 15'000 | 15'000 | 15'198 | 14'490 | 78'291 CHF | 75'071 CHF | 87.04% | 87.06% |
03.03.2025 | 0.91% | 4.47 CHF | 4.51 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 13'146 CHF | 13'266 CHF | 99.90% | 99.90% |
28.02.2025 | 0.82% | 4.77 CHF | 4.81 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 14'575 CHF | 14'695 CHF | 84.03% | 84.03% |