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 | 0.57% | 1.69 CHF | 1.70 CHF | 56,000 | 56,000 | 53,909 | 53,909 | 93,817 CHF | 94,356 CHF | 100.00% | 100.00% |
11/03/2025 | 0.55% | 1.75 CHF | 1.76 CHF | 55,000 | 55,000 | 53,120 | 53,120 | 96,892 CHF | 97,423 CHF | 99.94% | 99.94% |
10/03/2025 | 0.55% | 1.84 CHF | 1.85 CHF | 55,000 | 55,000 | 53,541 | 53,541 | 96,968 CHF | 97,504 CHF | 100.00% | 100.00% |
07/03/2025 | 0.56% | 1.82 CHF | 1.83 CHF | 55,000 | 55,000 | 53,743 | 53,743 | 95,793 CHF | 96,330 CHF | 99.94% | 99.94% |
06/03/2025 | 0.54% | 1.83 CHF | 1.84 CHF | 55,000 | 55,000 | 53,351 | 53,351 | 97,780 CHF | 98,314 CHF | 100.00% | 100.00% |
05/03/2025 | 0.57% | 1.75 CHF | 1.76 CHF | 53,000 | 53,000 | 52,121 | 52,121 | 90,690 CHF | 91,211 CHF | 99.98% | 99.98% |
04/03/2025 | 0.61% | 1.64 CHF | 1.65 CHF | 55,000 | 55,000 | 53,478 | 53,478 | 88,122 CHF | 88,657 CHF | 99.99% | 99.99% |
03/03/2025 | 0.60% | 1.71 CHF | 1.72 CHF | 54,000 | 54,000 | 52,833 | 52,833 | 88,270 CHF | 88,799 CHF | 100.00% | 100.00% |
28/02/2025 | 0.63% | 1.61 CHF | 1.62 CHF | 55,000 | 55,000 | 53,882 | 53,882 | 84,727 CHF | 85,266 CHF | 99.64% | 99.64% |
27/02/2025 | 0.60% | 1.65 CHF | 1.66 CHF | 55,000 | 55,000 | 52,801 | 52,801 | 88,136 CHF | 88,664 CHF | 100.00% | 100.00% |