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 | 0.16% | 5.88 CHF | 5.89 CHF | 190,000 | 190,000 | 189,525 | 189,525 | 1,179,130 CHF | 1,181,030 CHF | 99.76% | 99.76% |
07/03/2025 | 0.15% | 6.40 CHF | 6.41 CHF | 200,000 | 200,000 | 199,539 | 199,539 | 1,317,510 CHF | 1,319,510 CHF | 98.24% | 98.24% |
05/03/2025 | 0.14% | 6.92 CHF | 6.93 CHF | 190,000 | 190,000 | 189,569 | 189,569 | 1,368,450 CHF | 1,370,350 CHF | 97.92% | 97.92% |
04/03/2025 | 0.14% | 6.84 CHF | 6.85 CHF | 190,000 | 190,000 | 189,506 | 189,506 | 1,340,550 CHF | 1,342,450 CHF | 98.98% | 98.98% |
03/03/2025 | 0.13% | 7.89 CHF | 7.90 CHF | 190,000 | 190,000 | 189,576 | 189,576 | 1,518,200 CHF | 1,520,100 CHF | 99.95% | 99.95% |
28/02/2025 | 0.13% | 7.61 CHF | 7.62 CHF | 190,000 | 190,000 | 189,576 | 189,576 | 1,430,090 CHF | 1,431,980 CHF | 99.38% | 99.38% |
27/02/2025 | 0.12% | 8.22 CHF | 8.23 CHF | 180,000 | 180,000 | 179,604 | 179,604 | 1,517,880 CHF | 1,519,680 CHF | 99.92% | 99.92% |
26/02/2025 | 0.12% | 8.58 CHF | 8.59 CHF | 180,000 | 180,000 | 179,603 | 179,603 | 1,520,080 CHF | 1,521,880 CHF | 100.00% | 100.00% |
25/02/2025 | 0.12% | 8.13 CHF | 8.14 CHF | 180,000 | 180,000 | 177,153 | 177,153 | 1,509,730 CHF | 1,511,520 CHF | 99.95% | 99.95% |
21/02/2025 | 0.10% | 9.65 CHF | 9.66 CHF | 170,000 | 170,000 | 167,908 | 167,908 | 1,656,600 CHF | 1,658,290 CHF | 100.00% | 100.00% |