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 | 1.48% | 0.95 CHF | 0.97 CHF | 60,000 | 50,000 | 55,864 | 48,994 | 55,422 CHF | 49,434 CHF | 93.12% | 93.12% |
10/03/2025 | 1.67% | 0.86 CHF | 0.87 CHF | 60,000 | 50,000 | 61,040 | 50,000 | 53,546 CHF | 44,649 CHF | 94.63% | 94.63% |
07/03/2025 | 1.46% | 1.01 CHF | 1.03 CHF | 50,000 | 50,000 | 55,788 | 50,000 | 55,339 CHF | 50,391 CHF | 93.08% | 93.08% |
06/03/2025 | 2.62% | 1.01 CHF | 1.04 CHF | 25,000 | 25,000 | 24,331 | 24,331 | 23,128 CHF | 23,734 CHF | 97.18% | 97.18% |
05/03/2025 | 2.45% | 0.94 CHF | 0.97 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 24,234 CHF | 24,834 CHF | 99.78% | 99.78% |
04/03/2025 | 1.91% | 0.73 CHF | 0.75 CHF | 70,000 | 50,000 | 70,787 | 50,000 | 53,778 CHF | 38,753 CHF | 84.01% | 84.01% |
03/03/2025 | 1.45% | 0.96 CHF | 0.98 CHF | 60,000 | 50,000 | 56,371 | 50,000 | 55,495 CHF | 50,081 CHF | 99.75% | 99.75% |
28/02/2025 | 1.70% | 0.92 CHF | 0.93 CHF | 60,000 | 50,000 | 60,000 | 48,443 | 54,407 CHF | 44,654 CHF | 99.01% | 99.01% |
27/02/2025 | 1.43% | 0.99 CHF | 1.00 CHF | 60,000 | 50,000 | 52,015 | 50,000 | 53,563 CHF | 52,335 CHF | 98.67% | 98.67% |
26/02/2025 | 1.31% | 1.08 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,400 CHF | 56,128 CHF | 100.00% | 100.00% |