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 | 8.21% | 0.12 CHF | 0.13 CHF | 900,000 | 300,000 | 897,179 | 299,060 | 105,151 CHF | 38,041 CHF | 98.69% | 98.69% |
12/03/2025 | 9.63% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 991,046 | 391,046 | 98,331 CHF | 42,656 CHF | 98.81% | 98.81% |
11/03/2025 | 9.47% | 0.13 CHF | 0.14 CHF | 900,000 | 300,000 | 974,891 | 374,891 | 99,130 CHF | 41,552 CHF | 98.91% | 98.91% |
10/03/2025 | 8.89% | 0.13 CHF | 0.14 CHF | 900,000 | 300,000 | 954,131 | 359,672 | 105,191 CHF | 42,587 CHF | 98.36% | 98.36% |
07/03/2025 | 14.73% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 63,189 CHF | 36,595 CHF | 98.88% | 98.88% |
06/03/2025 | 15.81% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 58,502 CHF | 34,251 CHF | 98.48% | 98.48% |
05/03/2025 | 13.31% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 485,964 | 70,527 CHF | 39,003 CHF | 98.18% | 98.18% |
04/03/2025 | 8.10% | 0.14 CHF | 0.15 CHF | 900,000 | 300,000 | 926,581 | 326,581 | 111,013 CHF | 42,043 CHF | 98.52% | 98.52% |
03/03/2025 | 12.69% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 434,790 | 75,242 CHF | 36,669 CHF | 94.68% | 94.68% |
28/02/2025 | 11.21% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 84,485 CHF | 37,794 CHF | 98.41% | 98.41% |