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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/03/2025 | 25.99% | 0.03 CHF | 0.04 CHF | 500,000 | 125,000 | 497,578 | 125,000 | 16,722 CHF | 5,452 CHF | 99.44% | 99.44% |
12/03/2025 | 22.64% | 0.04 CHF | 0.05 CHF | 500,000 | 125,000 | 493,656 | 125,000 | 19,370 CHF | 6,156 CHF | 98.77% | 98.77% |
11/03/2025 | 21.98% | 0.04 CHF | 0.05 CHF | 500,000 | 125,000 | 497,564 | 125,000 | 20,229 CHF | 6,332 CHF | 99.39% | 99.39% |
10/03/2025 | 23.80% | 0.04 CHF | 0.05 CHF | 500,000 | 125,000 | 500,000 | 131,049 | 18,728 CHF | 6,291 CHF | 99.39% | 99.39% |
07/03/2025 | 17.47% | 0.05 CHF | 0.06 CHF | 500,000 | 250,000 | 477,992 | 232,695 | 25,004 CHF | 14,569 CHF | 99.39% | 99.39% |
06/03/2025 | 14.98% | 0.07 CHF | 0.08 CHF | 388,000 | 200,000 | 409,914 | 208,176 | 25,316 CHF | 14,943 CHF | 99.39% | 99.39% |
05/03/2025 | 19.18% | 0.05 CHF | 0.06 CHF | 463,000 | 238,000 | 491,910 | 184,401 | 23,309 CHF | 10,793 CHF | 98.74% | 98.74% |
04/03/2025 | 26.98% | 0.04 CHF | 0.05 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 16,111 CHF | 5,278 CHF | 99.39% | 99.39% |
03/03/2025 | 24.25% | 0.04 CHF | 0.05 CHF | 500,000 | 125,000 | 496,244 | 125,000 | 18,337 CHF | 5,867 CHF | 99.39% | 99.39% |
28/02/2025 | 26.49% | 0.04 CHF | 0.05 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 16,456 CHF | 5,364 CHF | 99.39% | 99.39% |