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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12/03/2025 | 0.73% | 3.40 CHF | 3.43 CHF | 50,000 | 50,000 | 49,187 | 49,187 | 167,788 CHF | 169,003 CHF | 96.07% | 96.07% |
11/03/2025 | 0.76% | 3.24 CHF | 3.27 CHF | 50,000 | 50,000 | 48,487 | 48,487 | 162,788 CHF | 164,014 CHF | 95.82% | 95.82% |
10/03/2025 | 0.81% | 3.43 CHF | 3.45 CHF | 50,000 | 50,000 | 44,347 | 44,347 | 149,902 CHF | 151,077 CHF | 99.65% | 99.65% |
07/03/2025 | 0.69% | 3.66 CHF | 3.69 CHF | 25,000 | 25,000 | 48,771 | 48,771 | 177,205 CHF | 178,428 CHF | 97.69% | 97.69% |
06/03/2025 | 0.69% | 3.69 CHF | 3.72 CHF | 50,000 | 50,000 | 49,423 | 49,423 | 177,729 CHF | 178,956 CHF | 94.79% | 94.79% |
05/03/2025 | 0.69% | 3.50 CHF | 3.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 173,371 CHF | 174,573 CHF | 97.73% | 97.73% |
04/03/2025 | 0.80% | 2.98 CHF | 3.01 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 153,423 CHF | 154,655 CHF | 99.63% | 99.63% |
03/03/2025 | 0.75% | 3.37 CHF | 3.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 165,249 CHF | 166,486 CHF | 99.92% | 99.92% |
28/02/2025 | 0.74% | 3.41 CHF | 3.44 CHF | 50,000 | 50,000 | 48,445 | 48,445 | 163,639 CHF | 164,838 CHF | 99.13% | 99.13% |
27/02/2025 | 0.79% | 3.10 CHF | 3.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 155,892 CHF | 157,131 CHF | 98.98% | 98.98% |