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 | 1.70% | 0.67 CHF | 0.68 CHF | 720'000 | 720'000 | 423'809 | 423'809 | 261'664 CHF | 265'912 CHF | 99.87% | 99.87% |
12.03.2025 | 1.67% | 0.54 CHF | 0.55 CHF | 680'000 | 680'000 | 420'379 | 420'379 | 251'923 CHF | 256'157 CHF | 98.65% | 98.65% |
11.03.2025 | 1.39% | 0.74 CHF | 0.75 CHF | 750'000 | 750'000 | 449'056 | 449'056 | 328'443 CHF | 332'956 CHF | 99.48% | 99.48% |
10.03.2025 | 1.90% | 0.65 CHF | 0.66 CHF | 720'000 | 720'000 | 417'814 | 417'814 | 236'187 CHF | 240'372 CHF | 99.67% | 99.67% |
07.03.2025 | 2.33% | 0.46 CHF | 0.47 CHF | 660'000 | 660'000 | 340'299 | 340'299 | 149'307 CHF | 152'728 CHF | 99.83% | 99.83% |
06.03.2025 | 2.92% | 0.37 CHF | 0.38 CHF | 630'000 | 630'000 | 325'791 | 325'791 | 114'982 CHF | 118'247 CHF | 99.56% | 99.56% |
05.03.2025 | 3.11% | 0.37 CHF | 0.38 CHF | 620'000 | 620'000 | 320'863 | 320'863 | 106'052 CHF | 109'268 CHF | 99.86% | 99.86% |
04.03.2025 | 3.18% | 0.41 CHF | 0.42 CHF | 630'000 | 630'000 | 325'122 | 325'122 | 112'569 CHF | 115'851 CHF | 96.89% | 96.89% |
03.03.2025 | 5.96% | 0.18 CHF | 0.19 CHF | 560'000 | 560'000 | 291'092 | 291'092 | 49'740 CHF | 52'659 CHF | 99.97% | 99.97% |
28.02.2025 | 3.56% | 0.24 CHF | 0.25 CHF | 570'000 | 570'000 | 309'807 | 309'807 | 85'882 CHF | 88'987 CHF | 94.96% | 94.96% |