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 | 9.67% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 98,543 CHF | 54,272 CHF | 98.73% | 98.73% |
12/03/2025 | 8.73% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 109,557 CHF | 59,778 CHF | 97.33% | 97.33% |
11/03/2025 | 8.57% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 112,005 CHF | 61,003 CHF | 98.89% | 98.89% |
10/03/2025 | 8.83% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 108,803 CHF | 59,401 CHF | 97.25% | 97.25% |
07/03/2025 | 7.21% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 133,940 CHF | 71,970 CHF | 98.86% | 98.86% |
06/03/2025 | 6.57% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 147,289 CHF | 78,644 CHF | 98.48% | 98.48% |
05/03/2025 | 7.64% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 126,069 CHF | 68,035 CHF | 98.16% | 98.16% |
04/03/2025 | 10.34% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 91,906 CHF | 50,953 CHF | 98.54% | 98.54% |
03/03/2025 | 9.27% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 103,407 CHF | 56,704 CHF | 94.82% | 94.82% |
28/02/2025 | 9.52% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 100,000 CHF | 55,000 CHF | 98.41% | 98.41% |