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 | 0.80% | 1.23 CHF | 1.24 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'239'680 CHF | 499'872 CHF | 99.03% | 99.03% |
12.03.2025 | 0.78% | 1.27 CHF | 1.28 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'279'360 CHF | 515'744 CHF | 97.55% | 97.55% |
11.03.2025 | 0.81% | 1.09 CHF | 1.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'234'630 CHF | 497'852 CHF | 99.08% | 99.08% |
10.03.2025 | 0.73% | 1.34 CHF | 1.35 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'365'180 CHF | 550'070 CHF | 99.06% | 99.06% |
07.03.2025 | 0.74% | 1.42 CHF | 1.43 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'351'220 CHF | 544'490 CHF | 99.15% | 99.15% |
06.03.2025 | 0.75% | 1.39 CHF | 1.40 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'331'190 CHF | 536'476 CHF | 99.19% | 99.19% |
05.03.2025 | 0.70% | 1.42 CHF | 1.43 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'429'870 CHF | 575'949 CHF | 98.39% | 98.39% |
04.03.2025 | 0.73% | 1.32 CHF | 1.33 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'364'640 CHF | 549'858 CHF | 99.13% | 99.13% |
03.03.2025 | 0.73% | 1.47 CHF | 1.48 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'376'430 CHF | 554'571 CHF | 97.64% | 97.64% |
28.02.2025 | 0.79% | 1.29 CHF | 1.30 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'254'620 CHF | 505'849 CHF | 99.16% | 99.16% |