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 | 1.15% | 1.24 CHF | 1.25 CHF | 50,000 | 50,000 | 49,904 | 49,003 | 63,558 CHF | 63,164 CHF | 93.54% | 93.54% |
10/03/2025 | 1.26% | 1.15 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,348 CHF | 59,089 CHF | 94.67% | 94.67% |
07/03/2025 | 1.17% | 1.33 CHF | 1.35 CHF | 40,000 | 25,000 | 49,506 | 48,765 | 63,182 CHF | 62,921 CHF | 98.32% | 98.32% |
06/03/2025 | 2.02% | 1.29 CHF | 1.31 CHF | 25,000 | 25,000 | 24,331 | 24,331 | 30,062 CHF | 30,668 CHF | 97.17% | 97.17% |
05/03/2025 | 1.90% | 1.22 CHF | 1.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,283 CHF | 31,883 CHF | 99.76% | 99.76% |
04/03/2025 | 1.38% | 1.03 CHF | 1.05 CHF | 50,000 | 50,000 | 50,407 | 50,000 | 53,125 CHF | 53,456 CHF | 84.48% | 84.48% |
03/03/2025 | 1.14% | 1.24 CHF | 1.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,096 CHF | 63,816 CHF | 99.76% | 99.76% |
28/02/2025 | 1.30% | 1.20 CHF | 1.21 CHF | 50,000 | 50,000 | 50,000 | 48,444 | 59,344 CHF | 58,229 CHF | 99.06% | 99.06% |
27/02/2025 | 1.14% | 1.25 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,504 CHF | 65,243 CHF | 98.65% | 98.65% |
26/02/2025 | 1.07% | 1.33 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,974 CHF | 68,703 CHF | 100.00% | 100.00% |