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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/03/2025 | 45.44% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 903,548 | 903,548 | 18,555 CHF | 28,568 CHF | 97.67% | 97.67% |
06/03/2025 | 59.28% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 11,884 CHF | 21,884 CHF | 11.35% | 100.00% |
05/03/2025 | 53.41% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 982,497 | 982,497 | 14,231 CHF | 24,174 CHF | 96.42% | 97.98% |
04/03/2025 | 41.78% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 980,763 | 980,763 | 20,789 CHF | 30,727 CHF | 96.48% | 97.84% |
03/03/2025 | 56.37% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 992,243 | 992,243 | 13,112 CHF | 23,086 CHF | 76.75% | 99.70% |
28/02/2025 | 43.35% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 18,128 CHF | 28,128 CHF | 100.00% | 100.00% |
27/02/2025 | 53.42% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 13,834 CHF | 23,834 CHF | 98.61% | 99.70% |
26/02/2025 | 58.94% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 11,971 CHF | 21,971 CHF | 85.00% | 100.00% |
25/02/2025 | 53.17% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 985,680 | 985,680 | 13,995 CHF | 23,995 CHF | 99.36% | 99.36% |
21/02/2025 | 30.10% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 989,058 | 989,058 | 28,558 CHF | 38,558 CHF | 100.00% | 100.00% |