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 |
---|---|---|---|---|---|---|---|---|---|---|---|
04/03/2025 | 3.18% | 0.61 CHF | 0.63 CHF | 5,000 | 5,000 | 4,998 | 4,998 | 3,356 CHF | 3,464 CHF | 99.99% | 99.99% |
03/03/2025 | 3.10% | 0.75 CHF | 0.78 CHF | 4,900 | 4,900 | 4,896 | 4,896 | 3,591 CHF | 3,704 CHF | 99.98% | 99.98% |
28/02/2025 | 4.08% | 1.05 CHF | 1.08 CHF | 4,800 | 4,800 | 4,802 | 4,802 | 4,524 CHF | 4,709 CHF | 96.85% | 96.85% |
27/02/2025 | 2.61% | 1.03 CHF | 1.05 CHF | 4,400 | 4,400 | 4,537 | 4,537 | 4,481 CHF | 4,595 CHF | 96.76% | 96.76% |
26/02/2025 | 1.93% | 1.40 CHF | 1.42 CHF | 5,000 | 5,000 | 4,994 | 4,985 | 5,809 CHF | 5,907 CHF | 99.98% | 100.00% |
25/02/2025 | 2.10% | 1.01 CHF | 1.03 CHF | 5,000 | 5,000 | 4,996 | 4,996 | 5,152 CHF | 5,261 CHF | 100.00% | 100.00% |
21/02/2025 | 2.19% | 1.07 CHF | 1.09 CHF | 5,000 | 5,000 | 4,998 | 4,998 | 5,336 CHF | 5,454 CHF | 100.00% | 100.00% |
20/02/2025 | 1.79% | 1.12 CHF | 1.14 CHF | 5,000 | 5,000 | 4,862 | 4,862 | 5,911 CHF | 6,017 CHF | 97.43% | 97.43% |
19/02/2025 | 2.30% | 0.99 CHF | 1.01 CHF | 5,000 | 5,000 | 4,994 | 4,994 | 4,376 CHF | 4,478 CHF | 98.76% | 98.76% |