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 | 1.92% | 0.56 CHF | 0.57 CHF | 300,000 | 300,000 | 299,250 | 299,250 | 156,168 CHF | 159,164 CHF | 100.00% | 100.00% |
07/03/2025 | 2.06% | 0.51 CHF | 0.52 CHF | 300,000 | 300,000 | 299,301 | 299,301 | 145,106 CHF | 148,102 CHF | 99.14% | 99.14% |
06/03/2025 | 2.24% | 0.44 CHF | 0.45 CHF | 300,000 | 300,000 | 299,328 | 299,328 | 133,299 CHF | 136,295 CHF | 99.98% | 99.98% |
05/03/2025 | 2.27% | 0.48 CHF | 0.49 CHF | 300,000 | 300,000 | 299,314 | 299,314 | 131,507 CHF | 134,503 CHF | 97.59% | 97.59% |
04/03/2025 | 2.18% | 0.50 CHF | 0.51 CHF | 300,000 | 300,000 | 299,190 | 299,190 | 137,748 CHF | 140,744 CHF | 99.20% | 99.20% |
03/03/2025 | 2.71% | 0.39 CHF | 0.40 CHF | 300,000 | 300,000 | 299,331 | 299,331 | 110,165 CHF | 113,162 CHF | 99.96% | 99.96% |
28/02/2025 | 2.31% | 0.42 CHF | 0.43 CHF | 300,000 | 300,000 | 299,331 | 299,331 | 129,169 CHF | 132,165 CHF | 99.41% | 99.41% |
27/02/2025 | 2.86% | 0.36 CHF | 0.37 CHF | 300,000 | 300,000 | 299,340 | 299,340 | 104,395 CHF | 107,391 CHF | 99.99% | 99.99% |
26/02/2025 | 2.80% | 0.33 CHF | 0.34 CHF | 300,000 | 300,000 | 299,338 | 299,338 | 106,535 CHF | 109,532 CHF | 100.00% | 100.00% |
25/02/2025 | 2.71% | 0.40 CHF | 0.41 CHF | 300,000 | 300,000 | 295,312 | 295,312 | 111,349 CHF | 114,346 CHF | 100.00% | 100.00% |