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 | 0.65% | 1.52 CHF | 1.53 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'529'870 CHF | 615'946 CHF | 99.00% | 99.00% |
12.03.2025 | 0.63% | 1.56 CHF | 1.57 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'578'260 CHF | 635'302 CHF | 97.56% | 97.56% |
11.03.2025 | 0.66% | 1.35 CHF | 1.36 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'522'750 CHF | 613'101 CHF | 98.99% | 98.99% |
10.03.2025 | 0.59% | 1.64 CHF | 1.65 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'677'920 CHF | 675'169 CHF | 99.08% | 99.08% |
07.03.2025 | 0.60% | 1.75 CHF | 1.76 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'657'650 CHF | 667'060 CHF | 99.14% | 99.14% |
06.03.2025 | 0.61% | 1.71 CHF | 1.72 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'632'730 CHF | 657'092 CHF | 99.18% | 99.18% |
05.03.2025 | 0.57% | 1.75 CHF | 1.76 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'762'650 CHF | 709'060 CHF | 98.36% | 98.36% |
04.03.2025 | 0.59% | 1.64 CHF | 1.65 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'684'350 CHF | 677'740 CHF | 99.11% | 99.11% |
03.03.2025 | 0.59% | 1.79 CHF | 1.80 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'698'930 CHF | 683'573 CHF | 97.64% | 97.64% |
28.02.2025 | 0.64% | 1.60 CHF | 1.61 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'553'800 CHF | 625'519 CHF | 99.15% | 99.15% |