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 | 1.34% | 1.80 CHF | 1.82 CHF | 50,000 | 50,000 | 49,205 | 49,006 | 90,795 CHF | 91,646 CHF | 93.65% | 93.65% |
10/03/2025 | 1.46% | 1.67 CHF | 1.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,616 CHF | 85,856 CHF | 94.70% | 94.70% |
07/03/2025 | 1.33% | 1.88 CHF | 1.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,744 CHF | 92,974 CHF | 93.10% | 93.10% |
06/03/2025 | 1.96% | 1.85 CHF | 1.89 CHF | 25,000 | 25,000 | 24,331 | 24,331 | 43,207 CHF | 44,056 CHF | 97.21% | 97.21% |
05/03/2025 | 1.87% | 1.76 CHF | 1.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 45,088 CHF | 45,938 CHF | 99.80% | 99.80% |
04/03/2025 | 1.58% | 1.48 CHF | 1.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,673 CHF | 77,895 CHF | 84.04% | 84.04% |
03/03/2025 | 1.32% | 1.81 CHF | 1.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,964 CHF | 93,182 CHF | 99.74% | 99.74% |
28/02/2025 | 1.46% | 1.75 CHF | 1.78 CHF | 50,000 | 50,000 | 48,755 | 48,444 | 84,545 CHF | 85,219 CHF | 99.06% | 99.06% |
27/02/2025 | 1.30% | 1.85 CHF | 1.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 95,091 CHF | 96,330 CHF | 98.65% | 98.65% |
26/02/2025 | 1.23% | 1.96 CHF | 1.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 99,534 CHF | 100,765 CHF | 100.00% | 100.00% |