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 | 3.09% | 0.61 CHF | 0.63 CHF | 90,000 | 50,000 | 78,637 | 50,000 | 53,138 CHF | 35,228 CHF | 97.54% | 97.54% |
12/03/2025 | 1.69% | 0.89 CHF | 0.91 CHF | 60,000 | 50,000 | 60,234 | 49,454 | 53,884 CHF | 44,981 CHF | 98.09% | 98.09% |
11/03/2025 | 1.55% | 0.77 CHF | 0.79 CHF | 70,000 | 50,000 | 68,461 | 49,545 | 55,705 CHF | 40,998 CHF | 92.98% | 92.98% |
10/03/2025 | 2.36% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 79,368 | 50,000 | 53,414 CHF | 34,653 CHF | 95.23% | 95.23% |
07/03/2025 | 1.80% | 0.94 CHF | 0.96 CHF | 60,000 | 25,000 | 62,722 | 48,718 | 53,303 CHF | 42,111 CHF | 98.02% | 98.02% |
06/03/2025 | 4.43% | 0.86 CHF | 0.89 CHF | 25,000 | 25,000 | 24,474 | 24,474 | 18,953 CHF | 19,800 CHF | 98.94% | 98.94% |
05/03/2025 | 3.66% | 0.77 CHF | 0.80 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 30,011 CHF | 31,131 CHF | 99.48% | 99.48% |
04/03/2025 | 2.76% | 0.56 CHF | 0.57 CHF | 90,000 | 25,000 | 83,205 | 25,000 | 53,275 CHF | 16,740 CHF | 99.46% | 99.46% |
03/03/2025 | 1.56% | 1.02 CHF | 1.04 CHF | 50,000 | 50,000 | 51,137 | 50,000 | 54,012 CHF | 53,736 CHF | 99.72% | 99.72% |
28/02/2025 | 2.18% | 0.96 CHF | 0.98 CHF | 60,000 | 25,000 | 60,000 | 24,688 | 56,261 CHF | 23,650 CHF | 98.86% | 98.86% |