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 | 2.49% | 0.39 CHF | 0.40 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 356,493 CHF | 121,831 CHF | 98.66% | 98.66% |
12/03/2025 | 2.29% | 0.43 CHF | 0.44 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 387,956 CHF | 132,319 CHF | 98.78% | 98.78% |
11/03/2025 | 2.28% | 0.40 CHF | 0.41 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 390,780 CHF | 133,260 CHF | 98.89% | 98.89% |
10/03/2025 | 2.34% | 0.41 CHF | 0.42 CHF | 900,000 | 300,000 | 894,784 | 298,261 | 378,490 CHF | 129,146 CHF | 97.59% | 97.59% |
07/03/2025 | 2.00% | 0.49 CHF | 0.50 CHF | 750,000 | 250,000 | 757,323 | 252,441 | 375,188 CHF | 127,587 CHF | 98.88% | 98.88% |
06/03/2025 | 1.89% | 0.54 CHF | 0.55 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 393,928 CHF | 133,809 CHF | 98.48% | 98.48% |
05/03/2025 | 2.09% | 0.48 CHF | 0.49 CHF | 750,000 | 250,000 | 852,367 | 284,122 | 404,186 CHF | 137,570 CHF | 98.17% | 98.17% |
04/03/2025 | 2.54% | 0.38 CHF | 0.39 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 349,561 CHF | 119,520 CHF | 98.55% | 98.55% |
03/03/2025 | 2.28% | 0.45 CHF | 0.46 CHF | 900,000 | 300,000 | 881,101 | 293,700 | 381,566 CHF | 130,126 CHF | 94.67% | 94.67% |
28/02/2025 | 2.32% | 0.42 CHF | 0.43 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 383,191 CHF | 130,730 CHF | 98.41% | 98.41% |