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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/03/2025 | 0.94% | 1.54 CHF | 1.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,027 CHF | 78,767 CHF | 94.68% | 94.68% |
07/03/2025 | 0.89% | 1.75 CHF | 1.77 CHF | 30,000 | 25,000 | 49,010 | 48,763 | 82,527 CHF | 82,819 CHF | 98.35% | 98.35% |
06/03/2025 | 1.53% | 1.70 CHF | 1.72 CHF | 25,000 | 25,000 | 24,331 | 24,331 | 39,793 CHF | 40,399 CHF | 97.20% | 97.20% |
05/03/2025 | 1.44% | 1.62 CHF | 1.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 41,359 CHF | 41,959 CHF | 99.75% | 99.75% |
04/03/2025 | 1.02% | 1.39 CHF | 1.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,353 CHF | 72,084 CHF | 84.20% | 84.20% |
03/03/2025 | 0.86% | 1.64 CHF | 1.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,559 CHF | 84,279 CHF | 99.75% | 99.75% |
28/02/2025 | 0.97% | 1.60 CHF | 1.61 CHF | 50,000 | 50,000 | 49,377 | 48,444 | 78,236 CHF | 77,486 CHF | 99.06% | 99.06% |
27/02/2025 | 0.86% | 1.67 CHF | 1.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,592 CHF | 86,332 CHF | 98.59% | 98.59% |
26/02/2025 | 0.81% | 1.76 CHF | 1.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,463 CHF | 90,191 CHF | 100.00% | 100.00% |
25/02/2025 | 0.87% | 1.66 CHF | 1.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,374 CHF | 87,124 CHF | 99.93% | 99.93% |