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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/03/2025 | 1.40% | 1.03 CHF | 1.05 CHF | 50,000 | 50,000 | 50,330 | 50,000 | 52,851 CHF | 53,264 CHF | 94.73% | 94.73% |
07/03/2025 | 1.30% | 1.21 CHF | 1.23 CHF | 50,000 | 25,000 | 50,000 | 48,760 | 57,736 CHF | 56,968 CHF | 98.34% | 98.34% |
06/03/2025 | 2.23% | 1.17 CHF | 1.19 CHF | 25,000 | 25,000 | 24,331 | 24,331 | 27,165 CHF | 27,771 CHF | 97.19% | 97.19% |
05/03/2025 | 2.10% | 1.11 CHF | 1.13 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,280 CHF | 28,880 CHF | 99.79% | 99.79% |
04/03/2025 | 1.53% | 0.93 CHF | 0.94 CHF | 60,000 | 50,000 | 59,866 | 50,000 | 56,595 CHF | 48,004 CHF | 84.55% | 84.55% |
03/03/2025 | 1.26% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,000 CHF | 57,720 CHF | 99.75% | 99.75% |
28/02/2025 | 1.44% | 1.08 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 48,443 | 53,465 CHF | 52,536 CHF | 99.04% | 99.04% |
27/02/2025 | 1.26% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,221 CHF | 58,961 CHF | 98.69% | 98.69% |
26/02/2025 | 1.18% | 1.21 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,544 CHF | 62,274 CHF | 100.00% | 100.00% |
25/02/2025 | 1.26% | 1.12 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,979 CHF | 59,729 CHF | 99.99% | 99.99% |