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 | 7.69% | 0.15 CHF | 0.16 CHF | 1,000,000 | 1,000,000 | 903,577 | 903,577 | 134,572 CHF | 144,585 CHF | 97.70% | 97.70% |
06/03/2025 | 7.09% | 0.13 CHF | 0.14 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 136,127 CHF | 146,127 CHF | 100.00% | 100.00% |
05/03/2025 | 8.45% | 0.13 CHF | 0.14 CHF | 1,000,000 | 1,000,000 | 968,520 | 968,520 | 125,802 CHF | 135,698 CHF | 97.97% | 97.97% |
04/03/2025 | 7.53% | 0.16 CHF | 0.17 CHF | 1,000,000 | 1,000,000 | 968,541 | 968,541 | 139,409 CHF | 149,278 CHF | 97.84% | 97.84% |
03/03/2025 | 9.35% | 0.11 CHF | 0.12 CHF | 1,000,000 | 1,000,000 | 978,215 | 978,215 | 107,568 CHF | 117,483 CHF | 99.72% | 99.72% |
28/02/2025 | 7.70% | 0.12 CHF | 0.13 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 124,863 CHF | 134,863 CHF | 100.00% | 100.00% |
27/02/2025 | 8.80% | 0.12 CHF | 0.13 CHF | 1,000,000 | 1,000,000 | 990,218 | 990,218 | 112,503 CHF | 122,449 CHF | 99.70% | 99.70% |
26/02/2025 | 8.95% | 0.11 CHF | 0.12 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 106,796 CHF | 116,796 CHF | 100.00% | 100.00% |
25/02/2025 | 8.94% | 0.11 CHF | 0.12 CHF | 1,000,000 | 1,000,000 | 985,721 | 985,721 | 108,363 CHF | 118,363 CHF | 99.36% | 99.36% |
21/02/2025 | 8.13% | 0.12 CHF | 0.13 CHF | 1,000,000 | 1,000,000 | 989,070 | 989,070 | 119,116 CHF | 129,116 CHF | 100.00% | 100.00% |