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 | 3.04% | 0.32 CHF | 0.33 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 291,874 CHF | 100,291 CHF | 98.66% | 98.66% |
12/03/2025 | 2.74% | 0.36 CHF | 0.37 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 324,281 CHF | 111,094 CHF | 98.79% | 98.79% |
11/03/2025 | 2.71% | 0.34 CHF | 0.35 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 327,934 CHF | 112,311 CHF | 98.90% | 98.90% |
10/03/2025 | 2.78% | 0.34 CHF | 0.35 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 319,700 CHF | 109,567 CHF | 98.16% | 98.16% |
07/03/2025 | 2.32% | 0.42 CHF | 0.43 CHF | 900,000 | 300,000 | 816,630 | 272,210 | 346,861 CHF | 118,342 CHF | 98.86% | 98.86% |
06/03/2025 | 2.18% | 0.47 CHF | 0.48 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 340,621 CHF | 116,040 CHF | 98.47% | 98.47% |
05/03/2025 | 2.45% | 0.41 CHF | 0.42 CHF | 900,000 | 300,000 | 892,119 | 297,380 | 359,975 CHF | 122,968 CHF | 98.16% | 98.16% |
04/03/2025 | 3.08% | 0.31 CHF | 0.32 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 288,544 CHF | 99,181 CHF | 98.52% | 98.52% |
03/03/2025 | 2.72% | 0.38 CHF | 0.39 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 327,568 CHF | 112,189 CHF | 94.53% | 94.53% |
28/02/2025 | 2.76% | 0.36 CHF | 0.37 CHF | 900,000 | 300,000 | 900,000 | 299,978 | 321,147 CHF | 110,041 CHF | 98.40% | 98.40% |