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 | 2.14% | 0.47 CHF | 0.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 277,437 CHF | 94,479 CHF | 98.60% | 98.60% |
12/03/2025 | 2.37% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 249,950 CHF | 85,317 CHF | 98.77% | 98.77% |
11/03/2025 | 2.37% | 0.47 CHF | 0.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 250,595 CHF | 85,532 CHF | 98.85% | 98.85% |
10/03/2025 | 2.34% | 0.46 CHF | 0.47 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 254,859 CHF | 86,953 CHF | 98.34% | 98.34% |
07/03/2025 | 3.09% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 191,065 CHF | 65,688 CHF | 98.84% | 98.84% |
06/03/2025 | 3.35% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 663,309 | 221,103 | 194,653 CHF | 67,095 CHF | 98.47% | 98.47% |
05/03/2025 | 2.88% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 205,879 CHF | 70,626 CHF | 98.18% | 98.18% |
04/03/2025 | 2.26% | 0.47 CHF | 0.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 263,088 CHF | 89,696 CHF | 98.50% | 98.50% |
03/03/2025 | 2.75% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 215,897 CHF | 73,966 CHF | 94.59% | 94.59% |
28/02/2025 | 2.69% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 220,223 CHF | 75,408 CHF | 98.41% | 98.41% |