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 | 6.14% | 0.16 CHF | 0.17 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 158,069 CHF | 84,034 CHF | 98.72% | 98.72% |
12/03/2025 | 5.51% | 0.18 CHF | 0.19 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 176,713 CHF | 93,357 CHF | 98.23% | 98.23% |
11/03/2025 | 5.47% | 0.16 CHF | 0.17 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 178,222 CHF | 94,111 CHF | 98.92% | 98.92% |
10/03/2025 | 5.65% | 0.16 CHF | 0.17 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 172,741 CHF | 91,371 CHF | 98.35% | 98.35% |
07/03/2025 | 4.64% | 0.21 CHF | 0.22 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 210,746 CHF | 110,373 CHF | 98.87% | 98.87% |
06/03/2025 | 4.29% | 0.23 CHF | 0.24 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 228,364 CHF | 119,182 CHF | 98.48% | 98.48% |
05/03/2025 | 4.90% | 0.21 CHF | 0.22 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 199,431 CHF | 104,716 CHF | 98.20% | 98.20% |
04/03/2025 | 6.48% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 149,561 CHF | 79,780 CHF | 98.53% | 98.53% |
03/03/2025 | 5.75% | 0.18 CHF | 0.19 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 169,418 CHF | 89,709 CHF | 94.82% | 94.82% |
28/02/2025 | 5.81% | 0.17 CHF | 0.18 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 167,200 CHF | 88,600 CHF | 98.40% | 98.40% |