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 | 6.14% | 0.15 CHF | 0.16 CHF | 325,000 | 325,000 | 328,934 | 328,937 | 51,936 CHF | 55,226 CHF | 99.85% | 99.85% |
11/03/2025 | 5.89% | 0.19 CHF | 0.20 CHF | 300,000 | 300,000 | 314,295 | 314,295 | 51,767 CHF | 54,910 CHF | 100.00% | 100.00% |
10/03/2025 | 6.93% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 378,963 | 379,020 | 52,834 CHF | 56,632 CHF | 99.98% | 99.98% |
07/03/2025 | 7.39% | 0.14 CHF | 0.15 CHF | 400,000 | 400,000 | 398,516 | 398,516 | 51,987 CHF | 55,973 CHF | 100.00% | 100.00% |
06/03/2025 | 8.12% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 434,334 | 434,273 | 51,336 CHF | 55,672 CHF | 100.00% | 100.00% |
05/03/2025 | 8.33% | 0.13 CHF | 0.14 CHF | 425,000 | 425,000 | 448,936 | 448,935 | 51,623 CHF | 56,112 CHF | 100.00% | 100.00% |
04/03/2025 | 8.26% | 0.15 CHF | 0.16 CHF | 400,000 | 400,000 | 456,766 | 447,554 | 53,018 CHF | 56,480 CHF | 99.98% | 99.98% |
03/03/2025 | 11.69% | 0.09 CHF | 0.10 CHF | 675,000 | 350,000 | 621,765 | 327,981 | 50,132 CHF | 29,740 CHF | 100.00% | 100.00% |
28/02/2025 | 9.52% | 0.09 CHF | 0.10 CHF | 500,000 | 500,000 | 504,385 | 492,866 | 50,526 CHF | 54,328 CHF | 99.99% | 99.99% |
27/02/2025 | 12.32% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 666,806 | 345,303 | 50,786 CHF | 29,750 CHF | 99.81% | 99.81% |