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 | 5.12% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 903,680 | 303,680 | 172,134 CHF | 60,857 CHF | 99.59% | 99.59% |
12/03/2025 | 4.99% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 904,772 | 304,772 | 176,903 CHF | 62,588 CHF | 93.38% | 93.38% |
11/03/2025 | 4.40% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 201,383 CHF | 70,128 CHF | 99.57% | 99.57% |
10/03/2025 | 5.19% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 953,278 | 353,278 | 179,786 CHF | 69,723 CHF | 99.54% | 99.54% |
07/03/2025 | 5.31% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 975,556 | 375,556 | 178,775 CHF | 72,381 CHF | 99.59% | 99.59% |
06/03/2025 | 6.95% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 139,049 CHF | 59,620 CHF | 98.81% | 98.81% |
05/03/2025 | 6.29% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 154,645 CHF | 65,858 CHF | 97.86% | 97.86% |
04/03/2025 | 6.30% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 154,066 CHF | 65,627 CHF | 97.78% | 97.78% |
03/03/2025 | 4.87% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 180,402 CHF | 63,134 CHF | 95.05% | 95.05% |
28/02/2025 | 5.13% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 170,797 CHF | 59,932 CHF | 99.26% | 99.26% |