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 | 9.49% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 100,433 CHF | 55,216 CHF | 98.72% | 98.72% |
12/03/2025 | 8.14% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 118,037 CHF | 64,018 CHF | 98.04% | 98.04% |
11/03/2025 | 8.04% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 119,754 CHF | 64,877 CHF | 98.92% | 98.92% |
10/03/2025 | 8.26% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 116,689 CHF | 63,345 CHF | 97.25% | 97.25% |
07/03/2025 | 6.53% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 148,269 CHF | 79,135 CHF | 98.87% | 98.87% |
06/03/2025 | 5.95% | 0.17 CHF | 0.18 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 163,225 CHF | 86,612 CHF | 98.48% | 98.48% |
05/03/2025 | 7.02% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 137,728 CHF | 73,864 CHF | 98.18% | 98.18% |
04/03/2025 | 10.03% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 95,028 CHF | 52,514 CHF | 98.50% | 98.50% |
03/03/2025 | 8.79% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 109,642 CHF | 59,821 CHF | 94.92% | 94.92% |
28/02/2025 | 8.71% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 109,787 CHF | 59,894 CHF | 98.41% | 98.41% |