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 | 0.72% | 1.37 CHF | 1.38 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'379'260 CHF | 555'705 CHF | 99.02% | 99.02% |
12.03.2025 | 0.70% | 1.41 CHF | 1.42 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'424'790 CHF | 573'916 CHF | 97.55% | 97.55% |
11.03.2025 | 0.73% | 1.21 CHF | 1.22 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'373'650 CHF | 553'460 CHF | 99.05% | 99.05% |
10.03.2025 | 0.66% | 1.49 CHF | 1.50 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'519'450 CHF | 611'781 CHF | 99.05% | 99.05% |
07.03.2025 | 0.66% | 1.59 CHF | 1.60 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'500'600 CHF | 604'241 CHF | 99.16% | 99.16% |
06.03.2025 | 0.68% | 1.55 CHF | 1.56 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'476'940 CHF | 594'776 CHF | 99.20% | 99.20% |
05.03.2025 | 0.62% | 1.59 CHF | 1.60 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'598'410 CHF | 643'363 CHF | 98.37% | 98.37% |
04.03.2025 | 0.65% | 1.48 CHF | 1.49 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'524'540 CHF | 613'816 CHF | 99.11% | 99.11% |
03.03.2025 | 0.65% | 1.63 CHF | 1.64 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'537'330 CHF | 618'933 CHF | 97.63% | 97.63% |
28.02.2025 | 0.71% | 1.44 CHF | 1.45 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'400'910 CHF | 564'364 CHF | 99.15% | 99.15% |