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 | 0.62% | 1.60 CHF | 1.61 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'605'930 CHF | 646'371 CHF | 99.00% | 99.00% |
12.03.2025 | 0.60% | 1.64 CHF | 1.65 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'652'610 CHF | 665'043 CHF | 97.54% | 97.54% |
11.03.2025 | 0.63% | 1.43 CHF | 1.44 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'598'030 CHF | 643'210 CHF | 99.05% | 99.05% |
10.03.2025 | 0.57% | 1.72 CHF | 1.73 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'751'250 CHF | 704'499 CHF | 99.04% | 99.04% |
07.03.2025 | 0.58% | 1.82 CHF | 1.83 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'733'760 CHF | 697'502 CHF | 99.14% | 99.14% |
06.03.2025 | 0.58% | 1.78 CHF | 1.79 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'710'390 CHF | 688'154 CHF | 99.20% | 99.20% |
05.03.2025 | 0.54% | 1.82 CHF | 1.83 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'830'910 CHF | 736'366 CHF | 98.35% | 98.35% |
04.03.2025 | 0.57% | 1.70 CHF | 1.71 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'753'580 CHF | 705'433 CHF | 99.13% | 99.13% |
03.03.2025 | 0.56% | 1.87 CHF | 1.88 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'768'370 CHF | 711'348 CHF | 97.64% | 97.64% |
28.02.2025 | 0.61% | 1.67 CHF | 1.68 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'622'980 CHF | 653'193 CHF | 99.15% | 99.15% |