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 | 0.26% | 3.67 CHF | 3.68 CHF | 250,000 | 250,000 | 249,427 | 249,427 | 951,509 CHF | 954,006 CHF | 98.77% | 98.77% |
10/03/2025 | 0.24% | 3.95 CHF | 3.96 CHF | 230,000 | 230,000 | 229,441 | 229,441 | 972,553 CHF | 974,849 CHF | 99.85% | 99.85% |
07/03/2025 | 0.22% | 4.40 CHF | 4.41 CHF | 230,000 | 230,000 | 229,477 | 229,477 | 1,049,290 CHF | 1,051,590 CHF | 98.50% | 98.50% |
06/03/2025 | 0.20% | 5.01 CHF | 5.02 CHF | 220,000 | 220,000 | 219,512 | 219,512 | 1,083,850 CHF | 1,086,050 CHF | 99.94% | 99.94% |
05/03/2025 | 0.20% | 4.84 CHF | 4.85 CHF | 220,000 | 220,000 | 219,497 | 219,497 | 1,118,930 CHF | 1,121,130 CHF | 97.93% | 97.93% |
04/03/2025 | 0.20% | 4.78 CHF | 4.79 CHF | 220,000 | 220,000 | 219,399 | 219,399 | 1,089,800 CHF | 1,092,000 CHF | 98.94% | 98.94% |
03/03/2025 | 0.18% | 5.66 CHF | 5.67 CHF | 210,000 | 210,000 | 209,536 | 209,536 | 1,207,670 CHF | 1,209,770 CHF | 99.90% | 99.90% |
28/02/2025 | 0.19% | 5.41 CHF | 5.42 CHF | 220,000 | 220,000 | 219,518 | 219,518 | 1,176,270 CHF | 1,178,460 CHF | 99.43% | 99.43% |
27/02/2025 | 0.16% | 5.96 CHF | 5.97 CHF | 200,000 | 200,000 | 199,565 | 199,565 | 1,231,780 CHF | 1,233,780 CHF | 99.88% | 99.88% |
26/02/2025 | 0.16% | 6.30 CHF | 6.31 CHF | 210,000 | 210,000 | 209,540 | 209,540 | 1,297,360 CHF | 1,299,460 CHF | 100.00% | 100.00% |