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 | 1.69% | 1.47 CHF | 1.49 CHF | 50,000 | 50,000 | 49,675 | 49,188 | 73,345 CHF | 73,854 CHF | 96.01% | 96.01% |
11/03/2025 | 1.60% | 1.33 CHF | 1.34 CHF | 50,000 | 50,000 | 49,408 | 48,520 | 70,752 CHF | 70,676 CHF | 95.36% | 95.36% |
10/03/2025 | 1.80% | 1.50 CHF | 1.52 CHF | 50,000 | 50,000 | 44,350 | 44,350 | 64,462 CHF | 65,587 CHF | 99.65% | 99.65% |
07/03/2025 | 1.50% | 1.70 CHF | 1.73 CHF | 30,000 | 25,000 | 49,045 | 48,770 | 82,532 CHF | 83,291 CHF | 97.74% | 97.74% |
06/03/2025 | 1.47% | 1.74 CHF | 1.77 CHF | 50,000 | 50,000 | 49,769 | 49,423 | 82,173 CHF | 82,810 CHF | 94.78% | 94.78% |
05/03/2025 | 1.59% | 1.55 CHF | 1.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,953 CHF | 77,165 CHF | 97.11% | 97.11% |
04/03/2025 | 1.37% | 1.08 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,535 CHF | 58,334 CHF | 99.34% | 99.34% |
03/03/2025 | 1.79% | 1.42 CHF | 1.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,105 CHF | 69,332 CHF | 99.74% | 99.74% |
28/02/2025 | 1.77% | 1.46 CHF | 1.49 CHF | 50,000 | 50,000 | 49,378 | 48,445 | 70,520 CHF | 70,446 CHF | 99.12% | 99.12% |
27/02/2025 | 1.25% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,411 CHF | 60,159 CHF | 98.86% | 98.86% |