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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/03/2025 | 2.03% | 0.47 CHF | 0.48 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,465,440 CHF | 1,495,440 CHF | 98.58% | 98.58% |
06/03/2025 | 2.02% | 0.48 CHF | 0.49 CHF | 3,000,000 | 3,000,000 | 2,999,990 | 3,000,000 | 1,470,090 CHF | 1,500,100 CHF | 100.00% | 100.00% |
05/03/2025 | 2.10% | 0.47 CHF | 0.48 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,412,620 CHF | 1,442,620 CHF | 98.98% | 98.98% |
04/03/2025 | 2.06% | 0.49 CHF | 0.50 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,440,280 CHF | 1,470,280 CHF | 99.88% | 99.88% |
03/03/2025 | 2.08% | 0.46 CHF | 0.47 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,426,000 CHF | 1,456,000 CHF | 100.00% | 100.00% |
28/02/2025 | 1.99% | 0.49 CHF | 0.50 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,491,670 CHF | 1,521,670 CHF | 100.00% | 100.00% |
27/02/2025 | 2.01% | 0.50 CHF | 0.51 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,480,530 CHF | 1,510,530 CHF | 100.00% | 100.00% |
26/02/2025 | 2.05% | 0.49 CHF | 0.50 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,445,920 CHF | 1,475,920 CHF | 100.00% | 100.00% |
25/02/2025 | 2.02% | 0.49 CHF | 0.50 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,472,130 CHF | 1,502,130 CHF | 100.00% | 100.00% |
21/02/2025 | 1.94% | 0.50 CHF | 0.51 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,532,320 CHF | 1,562,320 CHF | 100.00% | 100.00% |