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 | 0.60% | 1.66 CHF | 1.67 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'669'350 CHF | 671'741 CHF | 99.03% | 99.03% |
12.03.2025 | 0.58% | 1.70 CHF | 1.71 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'709'310 CHF | 687'724 CHF | 97.56% | 97.56% |
11.03.2025 | 0.60% | 1.50 CHF | 1.51 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'653'890 CHF | 665'556 CHF | 99.05% | 99.05% |
10.03.2025 | 0.56% | 1.77 CHF | 1.78 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'796'540 CHF | 722'615 CHF | 99.06% | 99.06% |
07.03.2025 | 0.56% | 1.87 CHF | 1.88 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'776'180 CHF | 714'473 CHF | 99.13% | 99.13% |
06.03.2025 | 0.57% | 1.83 CHF | 1.84 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'749'260 CHF | 703'705 CHF | 99.19% | 99.19% |
05.03.2025 | 0.53% | 1.86 CHF | 1.87 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'868'610 CHF | 751'445 CHF | 98.37% | 98.37% |
04.03.2025 | 0.56% | 1.76 CHF | 1.77 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'794'010 CHF | 721'603 CHF | 99.09% | 99.09% |
03.03.2025 | 0.55% | 1.90 CHF | 1.91 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'809'610 CHF | 727'846 CHF | 97.63% | 97.63% |
28.02.2025 | 0.60% | 1.71 CHF | 1.72 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'667'030 CHF | 670'813 CHF | 99.18% | 99.18% |