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 | 0.10% | 11.95 CHF | 11.96 CHF | 530,000 | 530,000 | 478,847 | 478,847 | 5,662,220 CHF | 5,667,520 CHF | 97.61% | 97.61% |
06/03/2025 | 0.08% | 12.63 CHF | 12.64 CHF | 530,000 | 530,000 | 530,000 | 530,000 | 6,472,540 CHF | 6,477,840 CHF | 99.95% | 99.95% |
05/03/2025 | 0.10% | 11.92 CHF | 11.93 CHF | 550,000 | 550,000 | 532,645 | 532,645 | 6,276,390 CHF | 6,281,830 CHF | 97.81% | 97.81% |
04/03/2025 | 0.10% | 10.41 CHF | 10.42 CHF | 540,000 | 540,000 | 523,009 | 523,009 | 5,614,910 CHF | 5,620,240 CHF | 97.62% | 97.62% |
03/03/2025 | 0.09% | 11.75 CHF | 11.76 CHF | 550,000 | 550,000 | 538,018 | 538,018 | 6,131,540 CHF | 6,136,990 CHF | 99.55% | 99.55% |
28/02/2025 | 0.10% | 10.54 CHF | 10.55 CHF | 550,000 | 550,000 | 550,000 | 550,000 | 5,758,930 CHF | 5,764,430 CHF | 99.97% | 99.97% |
27/02/2025 | 0.10% | 10.61 CHF | 10.62 CHF | 540,000 | 540,000 | 534,854 | 534,854 | 5,716,280 CHF | 5,721,650 CHF | 99.55% | 99.55% |
26/02/2025 | 0.09% | 11.04 CHF | 11.05 CHF | 550,000 | 550,000 | 550,000 | 550,000 | 6,008,790 CHF | 6,014,290 CHF | 100.00% | 100.00% |
25/02/2025 | 0.10% | 10.37 CHF | 10.38 CHF | 550,000 | 550,000 | 542,130 | 542,130 | 5,652,180 CHF | 5,657,680 CHF | 99.33% | 99.33% |
21/02/2025 | 0.10% | 10.14 CHF | 10.15 CHF | 550,000 | 550,000 | 543,958 | 543,958 | 5,591,590 CHF | 5,597,090 CHF | 100.00% | 100.00% |