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 |
---|---|---|---|---|---|---|---|---|---|---|---|
11/03/2025 | 1.04% | 1.36 CHF | 1.38 CHF | 50,000 | 50,000 | 49,638 | 49,094 | 69,693 CHF | 69,667 CHF | 93.10% | 93.10% |
10/03/2025 | 1.14% | 1.27 CHF | 1.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,548 CHF | 65,288 CHF | 94.69% | 94.69% |
07/03/2025 | 1.07% | 1.46 CHF | 1.48 CHF | 40,000 | 25,000 | 49,506 | 48,765 | 69,579 CHF | 69,221 CHF | 98.34% | 98.34% |
06/03/2025 | 1.83% | 1.42 CHF | 1.44 CHF | 25,000 | 25,000 | 24,331 | 24,331 | 33,136 CHF | 33,742 CHF | 97.19% | 97.19% |
05/03/2025 | 1.73% | 1.35 CHF | 1.37 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 34,467 CHF | 35,067 CHF | 99.78% | 99.78% |
04/03/2025 | 1.24% | 1.15 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,563 CHF | 59,293 CHF | 84.44% | 84.44% |
03/03/2025 | 1.03% | 1.37 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,561 CHF | 70,282 CHF | 99.75% | 99.75% |
28/02/2025 | 1.18% | 1.33 CHF | 1.34 CHF | 50,000 | 50,000 | 49,377 | 48,443 | 64,785 CHF | 64,291 CHF | 99.02% | 99.02% |
27/02/2025 | 1.04% | 1.38 CHF | 1.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,168 CHF | 71,909 CHF | 98.64% | 98.64% |
26/02/2025 | 0.97% | 1.47 CHF | 1.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,779 CHF | 75,510 CHF | 100.00% | 100.00% |