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 | 0.95% | 1.57 CHF | 1.59 CHF | 50,000 | 50,000 | 49,678 | 49,195 | 78,528 CHF | 78,501 CHF | 95.60% | 95.60% |
11/03/2025 | 0.97% | 1.44 CHF | 1.46 CHF | 50,000 | 50,000 | 49,458 | 48,644 | 76,131 CHF | 75,659 CHF | 95.23% | 95.23% |
10/03/2025 | 1.11% | 1.60 CHF | 1.61 CHF | 50,000 | 50,000 | 44,343 | 44,343 | 69,085 CHF | 69,814 CHF | 99.49% | 99.49% |
07/03/2025 | 0.91% | 1.79 CHF | 1.81 CHF | 30,000 | 25,000 | 49,015 | 48,728 | 86,953 CHF | 87,215 CHF | 97.42% | 97.42% |
06/03/2025 | 0.87% | 1.82 CHF | 1.83 CHF | 50,000 | 50,000 | 49,537 | 49,421 | 85,799 CHF | 86,343 CHF | 94.50% | 94.50% |
05/03/2025 | 0.87% | 1.64 CHF | 1.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,926 CHF | 81,636 CHF | 97.04% | 97.04% |
04/03/2025 | 1.12% | 1.22 CHF | 1.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,213 CHF | 64,937 CHF | 99.15% | 99.15% |
03/03/2025 | 1.00% | 1.53 CHF | 1.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,273 CHF | 74,013 CHF | 99.94% | 99.94% |
28/02/2025 | 0.98% | 1.56 CHF | 1.57 CHF | 50,000 | 50,000 | 49,375 | 48,437 | 75,603 CHF | 74,925 CHF | 98.66% | 98.66% |
27/02/2025 | 1.11% | 1.30 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,591 CHF | 66,321 CHF | 99.01% | 99.01% |