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 | 18.00% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,662 CHF | 30,331 CHF | 98.72% | 98.72% |
12/03/2025 | 14.68% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 63,455 CHF | 36,727 CHF | 97.35% | 97.35% |
11/03/2025 | 14.11% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 66,222 CHF | 38,111 CHF | 98.91% | 98.91% |
10/03/2025 | 14.84% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 62,775 CHF | 36,388 CHF | 98.37% | 98.37% |
07/03/2025 | 11.63% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 81,074 CHF | 45,537 CHF | 98.86% | 98.86% |
06/03/2025 | 10.26% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 92,661 CHF | 51,331 CHF | 98.48% | 98.48% |
05/03/2025 | 12.26% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 76,882 CHF | 43,441 CHF | 98.17% | 98.17% |
04/03/2025 | 18.14% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,152 CHF | 30,076 CHF | 98.55% | 98.55% |
03/03/2025 | 16.51% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 56,341 CHF | 33,170 CHF | 94.54% | 94.54% |
28/02/2025 | 16.04% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 57,646 CHF | 33,823 CHF | 98.41% | 98.41% |