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 | 5.31% | 0.18 CHF | 0.19 CHF | 1,000,000 | 500,000 | 1,000,000 | 494,977 | 183,443 CHF | 95,717 CHF | 98.69% | 98.69% |
12/03/2025 | 4.64% | 0.21 CHF | 0.22 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 210,514 CHF | 88,206 CHF | 97.98% | 97.98% |
11/03/2025 | 4.59% | 0.19 CHF | 0.20 CHF | 1,000,000 | 500,000 | 1,000,000 | 403,119 | 213,383 CHF | 89,996 CHF | 98.91% | 98.91% |
10/03/2025 | 4.73% | 0.20 CHF | 0.21 CHF | 1,000,000 | 400,000 | 1,000,000 | 418,472 | 207,590 CHF | 90,735 CHF | 98.35% | 98.35% |
07/03/2025 | 3.83% | 0.25 CHF | 0.26 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 256,062 CHF | 106,425 CHF | 98.85% | 98.85% |
06/03/2025 | 3.53% | 0.28 CHF | 0.29 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 278,271 CHF | 115,308 CHF | 98.48% | 98.48% |
05/03/2025 | 4.08% | 0.25 CHF | 0.26 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 240,106 CHF | 100,043 CHF | 98.19% | 98.19% |
04/03/2025 | 5.44% | 0.18 CHF | 0.19 CHF | 1,000,000 | 500,000 | 1,000,000 | 473,616 | 179,272 CHF | 89,369 CHF | 98.54% | 98.54% |
03/03/2025 | 4.76% | 0.22 CHF | 0.23 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 206,159 CHF | 86,464 CHF | 94.90% | 94.90% |
28/02/2025 | 4.84% | 0.20 CHF | 0.21 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 201,683 CHF | 84,673 CHF | 98.41% | 98.41% |