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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.03.2025 | 0.79% | 101.68 % | 102.49 % | 60'000 | 50'000 | 60'000 | 50'001 | 61'016 CHF | 51'253 CHF | 100.00% | 100.00% |
11.03.2025 | 0.79% | 101.59 % | 102.40 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'006 CHF | 61'492 CHF | 99.81% | 99.81% |
10.03.2025 | 0.79% | 101.85 % | 102.66 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'110 CHF | 61'596 CHF | 100.00% | 100.00% |
07.03.2025 | 0.79% | 101.76 % | 102.57 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'047 CHF | 61'533 CHF | 100.00% | 100.00% |
06.03.2025 | 0.79% | 101.66 % | 102.47 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'996 CHF | 61'482 CHF | 100.00% | 100.00% |
05.03.2025 | 0.79% | 101.76 % | 102.57 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'056 CHF | 61'542 CHF | 100.00% | 100.00% |
04.03.2025 | 0.79% | 101.81 % | 102.62 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'086 CHF | 61'572 CHF | 100.00% | 100.00% |
03.03.2025 | 0.79% | 101.79 % | 102.60 % | 60'000 | 60'000 | 60'000 | 142'707 | 61'074 CHF | 146'418 CHF | 100.00% | 100.00% |
28.02.2025 | 0.79% | 101.78 % | 102.59 % | 60'000 | 150'000 | 60'000 | 150'000 | 61'067 CHF | 153'883 CHF | 100.00% | 100.00% |
27.02.2025 | 0.79% | 101.75 % | 102.56 % | 60'000 | 150'000 | 60'000 | 150'000 | 61'068 CHF | 153'886 CHF | 100.00% | 100.00% |