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 | 0.83% | 1.75 CHF | 1.76 CHF | 50,000 | 50,000 | 49,352 | 49,190 | 86,599 CHF | 87,030 CHF | 96.07% | 96.07% |
11/03/2025 | 0.91% | 1.63 CHF | 1.64 CHF | 50,000 | 50,000 | 49,311 | 48,483 | 84,630 CHF | 84,015 CHF | 95.46% | 95.46% |
10/03/2025 | 1.01% | 1.77 CHF | 1.79 CHF | 50,000 | 50,000 | 44,315 | 44,315 | 76,710 CHF | 77,450 CHF | 99.08% | 99.08% |
07/03/2025 | 0.81% | 1.95 CHF | 1.97 CHF | 30,000 | 25,000 | 49,038 | 48,752 | 94,501 CHF | 94,692 CHF | 97.73% | 97.73% |
06/03/2025 | 0.79% | 1.95 CHF | 1.97 CHF | 50,000 | 50,000 | 49,537 | 49,421 | 93,028 CHF | 93,546 CHF | 94.50% | 94.50% |
05/03/2025 | 0.79% | 1.80 CHF | 1.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,081 CHF | 88,775 CHF | 97.31% | 97.31% |
04/03/2025 | 0.99% | 1.40 CHF | 1.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,137 CHF | 73,866 CHF | 98.99% | 98.99% |
03/03/2025 | 0.89% | 1.69 CHF | 1.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,846 CHF | 82,574 CHF | 99.76% | 99.76% |
28/02/2025 | 0.90% | 1.72 CHF | 1.74 CHF | 50,000 | 50,000 | 49,140 | 48,443 | 83,646 CHF | 83,221 CHF | 99.02% | 99.02% |
27/02/2025 | 0.97% | 1.49 CHF | 1.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,044 CHF | 75,773 CHF | 99.02% | 99.02% |