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 | 1.40% | 2.35 CHF | 2.38 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 67,315 CHF | 56,885 CHF | 97.98% | 97.98% |
12/03/2025 | 1.47% | 1.94 CHF | 1.97 CHF | 30,000 | 25,000 | 30,000 | 24,725 | 57,847 CHF | 48,404 CHF | 98.01% | 98.01% |
11/03/2025 | 1.41% | 2.16 CHF | 2.19 CHF | 30,000 | 25,000 | 30,000 | 24,570 | 61,851 CHF | 51,322 CHF | 93.16% | 93.16% |
10/03/2025 | 1.04% | 2.45 CHF | 2.48 CHF | 30,000 | 25,000 | 29,369 | 25,000 | 70,474 CHF | 60,687 CHF | 95.41% | 95.41% |
07/03/2025 | 1.27% | 1.99 CHF | 2.03 CHF | 30,000 | 20,000 | 30,000 | 24,564 | 64,533 CHF | 53,576 CHF | 98.04% | 98.04% |
06/03/2025 | 2.12% | 2.11 CHF | 2.16 CHF | 12,500 | 12,500 | 12,238 | 12,238 | 27,805 CHF | 28,396 CHF | 99.09% | 99.09% |
05/03/2025 | 2.69% | 2.30 CHF | 2.36 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 21,767 CHF | 22,360 CHF | 99.47% | 99.47% |
04/03/2025 | 0.98% | 3.25 CHF | 3.28 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 61,725 CHF | 62,330 CHF | 99.50% | 99.50% |
03/03/2025 | 1.36% | 2.46 CHF | 2.49 CHF | 30,000 | 20,000 | 28,263 | 20,000 | 67,154 CHF | 48,363 CHF | 99.72% | 99.72% |
28/02/2025 | 1.18% | 2.62 CHF | 2.65 CHF | 25,000 | 25,000 | 24,688 | 24,064 | 65,552 CHF | 64,657 CHF | 98.84% | 98.84% |