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 | 0.68% | 1.45 CHF | 1.46 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'460'870 CHF | 588'349 CHF | 99.04% | 99.04% |
12.03.2025 | 0.66% | 1.49 CHF | 1.50 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'504'870 CHF | 605'949 CHF | 97.54% | 97.54% |
11.03.2025 | 0.69% | 1.29 CHF | 1.30 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'454'300 CHF | 585'719 CHF | 99.04% | 99.04% |
10.03.2025 | 0.62% | 1.57 CHF | 1.58 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'598'950 CHF | 643'579 CHF | 99.02% | 99.02% |
07.03.2025 | 0.63% | 1.67 CHF | 1.68 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'582'800 CHF | 637'122 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 | 1'560'650 CHF | 628'258 CHF | 99.19% | 99.19% |
05.03.2025 | 0.60% | 1.66 CHF | 1.67 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'672'910 CHF | 673'164 CHF | 98.37% | 98.37% |
04.03.2025 | 0.62% | 1.55 CHF | 1.56 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'600'180 CHF | 644'073 CHF | 99.14% | 99.14% |
03.03.2025 | 0.62% | 1.71 CHF | 1.72 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'613'820 CHF | 649'528 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 | 1'477'250 CHF | 594'898 CHF | 99.16% | 99.16% |