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 | 1.66% | 1.44 CHF | 1.46 CHF | 50,000 | 50,000 | 49,598 | 48,995 | 73,464 CHF | 73,806 CHF | 93.32% | 93.32% |
10/03/2025 | 1.21% | 1.31 CHF | 1.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,005 CHF | 67,827 CHF | 94.68% | 94.68% |
07/03/2025 | 1.64% | 1.52 CHF | 1.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,751 CHF | 74,968 CHF | 93.08% | 93.08% |
06/03/2025 | 2.01% | 1.50 CHF | 1.53 CHF | 25,000 | 25,000 | 24,331 | 24,331 | 34,582 CHF | 35,282 CHF | 97.17% | 97.17% |
05/03/2025 | 2.23% | 1.41 CHF | 1.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 36,157 CHF | 36,974 CHF | 99.75% | 99.75% |
04/03/2025 | 1.22% | 1.15 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,746 CHF | 60,476 CHF | 84.16% | 84.16% |
03/03/2025 | 1.64% | 1.45 CHF | 1.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,804 CHF | 75,022 CHF | 99.76% | 99.76% |
28/02/2025 | 1.61% | 1.39 CHF | 1.42 CHF | 50,000 | 50,000 | 49,377 | 48,443 | 68,054 CHF | 67,821 CHF | 99.02% | 99.02% |
27/02/2025 | 1.61% | 1.48 CHF | 1.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,690 CHF | 77,930 CHF | 98.68% | 98.68% |
26/02/2025 | 1.51% | 1.59 CHF | 1.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,967 CHF | 82,195 CHF | 100.00% | 100.00% |