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 | 3.89% | 0.25 CHF | 0.26 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 252,021 CHF | 104,808 CHF | 98.72% | 98.72% |
12/03/2025 | 3.52% | 0.28 CHF | 0.29 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 279,317 CHF | 115,727 CHF | 98.02% | 98.02% |
11/03/2025 | 3.50% | 0.26 CHF | 0.27 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 281,199 CHF | 116,480 CHF | 98.91% | 98.91% |
10/03/2025 | 3.59% | 0.26 CHF | 0.27 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 274,323 CHF | 113,729 CHF | 97.59% | 97.59% |
07/03/2025 | 3.01% | 0.32 CHF | 0.33 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 327,268 CHF | 134,907 CHF | 95.53% | 95.53% |
06/03/2025 | 2.81% | 0.36 CHF | 0.37 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 350,741 CHF | 144,296 CHF | 98.47% | 98.47% |
05/03/2025 | 3.17% | 0.32 CHF | 0.33 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 310,963 CHF | 128,385 CHF | 98.20% | 98.20% |
04/03/2025 | 4.02% | 0.24 CHF | 0.25 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 244,027 CHF | 101,611 CHF | 98.54% | 98.54% |
03/03/2025 | 3.59% | 0.29 CHF | 0.30 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 274,475 CHF | 113,790 CHF | 94.52% | 94.52% |
28/02/2025 | 3.64% | 0.27 CHF | 0.28 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 269,414 CHF | 111,766 CHF | 98.41% | 98.41% |