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 | 5.09% | 0.19 CHF | 0.20 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 191,447 CHF | 80,579 CHF | 99.60% | 99.60% |
12/03/2025 | 5.06% | 0.19 CHF | 0.20 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 192,765 CHF | 81,106 CHF | 96.70% | 96.70% |
11/03/2025 | 4.53% | 0.19 CHF | 0.20 CHF | 1,000,000 | 400,000 | 933,802 | 333,802 | 202,003 CHF | 75,040 CHF | 99.27% | 99.27% |
10/03/2025 | 5.28% | 0.21 CHF | 0.22 CHF | 1,000,000 | 400,000 | 991,168 | 391,168 | 183,999 CHF | 76,328 CHF | 99.55% | 99.55% |
07/03/2025 | 5.39% | 0.19 CHF | 0.20 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 180,864 CHF | 76,346 CHF | 99.59% | 99.59% |
06/03/2025 | 6.88% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 140,325 CHF | 60,130 CHF | 98.71% | 98.71% |
05/03/2025 | 6.23% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 403,980 | 156,338 CHF | 67,092 CHF | 98.89% | 98.89% |
04/03/2025 | 6.52% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 148,657 CHF | 63,463 CHF | 97.19% | 97.19% |
03/03/2025 | 5.16% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 189,057 CHF | 79,623 CHF | 95.27% | 95.27% |
28/02/2025 | 5.40% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 180,185 CHF | 76,074 CHF | 99.20% | 99.20% |