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 | 1.65% | 0.60 CHF | 0.61 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 451,778 CHF | 153,093 CHF | 98.63% | 98.63% |
12/03/2025 | 1.53% | 0.65 CHF | 0.66 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 485,184 CHF | 164,228 CHF | 98.19% | 98.19% |
11/03/2025 | 1.53% | 0.61 CHF | 0.62 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 487,094 CHF | 164,865 CHF | 98.90% | 98.90% |
10/03/2025 | 1.56% | 0.61 CHF | 0.62 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 476,421 CHF | 161,307 CHF | 98.23% | 98.23% |
07/03/2025 | 1.37% | 0.72 CHF | 0.73 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 544,687 CHF | 184,062 CHF | 98.82% | 98.82% |
06/03/2025 | 1.30% | 0.78 CHF | 0.79 CHF | 600,000 | 200,000 | 720,129 | 240,043 | 548,651 CHF | 185,284 CHF | 98.47% | 98.47% |
05/03/2025 | 1.42% | 0.71 CHF | 0.72 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 526,290 CHF | 177,930 CHF | 98.18% | 98.18% |
04/03/2025 | 1.66% | 0.58 CHF | 0.59 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 447,104 CHF | 151,535 CHF | 98.51% | 98.51% |
03/03/2025 | 1.51% | 0.68 CHF | 0.69 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 492,840 CHF | 166,780 CHF | 94.85% | 94.85% |
28/02/2025 | 1.54% | 0.64 CHF | 0.65 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 484,561 CHF | 164,020 CHF | 98.40% | 98.40% |