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 | 1.09% | 0.91 CHF | 0.92 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 914'049 CHF | 369'619 CHF | 99.04% | 99.04% |
12.03.2025 | 1.05% | 0.94 CHF | 0.95 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 948'661 CHF | 383'465 CHF | 97.58% | 97.58% |
11.03.2025 | 1.09% | 0.79 CHF | 0.80 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 912'729 CHF | 369'092 CHF | 99.08% | 99.08% |
10.03.2025 | 0.97% | 1.00 CHF | 1.01 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'023'430 CHF | 413'372 CHF | 99.04% | 99.04% |
07.03.2025 | 0.99% | 1.07 CHF | 1.08 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'009'430 CHF | 407'773 CHF | 99.14% | 99.14% |
06.03.2025 | 1.00% | 1.04 CHF | 1.05 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 991'494 CHF | 400'598 CHF | 99.20% | 99.20% |
05.03.2025 | 0.92% | 1.08 CHF | 1.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'081'250 CHF | 436'500 CHF | 98.38% | 98.38% |
04.03.2025 | 0.97% | 1.00 CHF | 1.01 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'025'060 CHF | 414'025 CHF | 99.14% | 99.14% |
03.03.2025 | 0.97% | 1.10 CHF | 1.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'031'140 CHF | 416'457 CHF | 97.65% | 97.65% |
28.02.2025 | 1.07% | 0.96 CHF | 0.97 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 927'978 CHF | 375'191 CHF | 99.18% | 99.18% |