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 | 0.67% | 1.48 CHF | 1.49 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'484'790 CHF | 597'914 CHF | 99.04% | 99.04% |
12.03.2025 | 0.66% | 1.51 CHF | 1.52 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'521'550 CHF | 612'621 CHF | 97.56% | 97.56% |
11.03.2025 | 0.68% | 1.33 CHF | 1.34 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'470'450 CHF | 592'181 CHF | 99.04% | 99.04% |
10.03.2025 | 0.62% | 1.58 CHF | 1.59 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'602'740 CHF | 645'097 CHF | 99.07% | 99.07% |
07.03.2025 | 0.63% | 1.67 CHF | 1.68 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'584'060 CHF | 637'624 CHF | 99.11% | 99.11% |
06.03.2025 | 0.64% | 1.63 CHF | 1.64 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'559'330 CHF | 627'732 CHF | 99.20% | 99.20% |
05.03.2025 | 0.60% | 1.66 CHF | 1.67 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'668'830 CHF | 671'532 CHF | 98.36% | 98.36% |
04.03.2025 | 0.62% | 1.56 CHF | 1.57 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'599'240 CHF | 643'695 CHF | 99.16% | 99.16% |
03.03.2025 | 0.62% | 1.70 CHF | 1.71 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'612'680 CHF | 649'070 CHF | 97.64% | 97.64% |
28.02.2025 | 0.67% | 1.52 CHF | 1.53 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'480'680 CHF | 596'272 CHF | 99.16% | 99.16% |