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 | 0.98% | 2.50 CHF | 2.53 CHF | 50,000 | 50,000 | 49,185 | 49,185 | 123,602 CHF | 124,817 CHF | 96.01% | 96.01% |
11/03/2025 | 1.01% | 2.36 CHF | 2.38 CHF | 50,000 | 50,000 | 48,850 | 48,563 | 120,471 CHF | 121,001 CHF | 95.50% | 95.50% |
10/03/2025 | 1.10% | 2.53 CHF | 2.56 CHF | 50,000 | 50,000 | 44,361 | 44,361 | 110,282 CHF | 111,459 CHF | 99.79% | 99.79% |
07/03/2025 | 0.92% | 2.74 CHF | 2.77 CHF | 25,000 | 25,000 | 48,758 | 48,758 | 132,547 CHF | 133,753 CHF | 97.73% | 97.73% |
06/03/2025 | 0.93% | 2.76 CHF | 2.79 CHF | 50,000 | 50,000 | 49,423 | 49,423 | 132,149 CHF | 133,385 CHF | 94.76% | 94.76% |
05/03/2025 | 0.95% | 2.58 CHF | 2.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 127,421 CHF | 128,637 CHF | 97.50% | 97.50% |
04/03/2025 | 0.78% | 2.11 CHF | 2.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 109,366 CHF | 110,223 CHF | 99.56% | 99.56% |
03/03/2025 | 1.04% | 2.46 CHF | 2.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 120,006 CHF | 121,258 CHF | 99.77% | 99.77% |
28/02/2025 | 1.03% | 2.50 CHF | 2.53 CHF | 50,000 | 50,000 | 48,756 | 48,446 | 120,477 CHF | 120,942 CHF | 99.17% | 99.17% |
27/02/2025 | 0.95% | 2.21 CHF | 2.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 111,518 CHF | 112,586 CHF | 99.08% | 99.08% |