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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/03/2025 | 2.07% | 0.70 CHF | 0.72 CHF | 80,000 | 25,000 | 80,000 | 24,796 | 54,447 CHF | 17,224 CHF | 98.52% | 98.52% |
06/03/2025 | 1.85% | 0.70 CHF | 0.71 CHF | 80,000 | 25,000 | 76,498 | 24,791 | 54,409 CHF | 17,984 CHF | 99.47% | 99.47% |
05/03/2025 | 1.31% | 0.70 CHF | 0.71 CHF | 80,000 | 25,000 | 71,843 | 25,000 | 54,572 CHF | 19,277 CHF | 100.00% | 100.00% |
04/03/2025 | 1.68% | 0.71 CHF | 0.73 CHF | 80,000 | 25,000 | 71,238 | 25,000 | 53,268 CHF | 19,059 CHF | 99.95% | 99.95% |
03/03/2025 | 1.33% | 0.87 CHF | 0.88 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 53,505 CHF | 22,593 CHF | 99.99% | 99.99% |
28/02/2025 | 1.72% | 0.85 CHF | 0.86 CHF | 60,000 | 25,000 | 60,000 | 24,067 | 53,361 CHF | 21,718 CHF | 99.08% | 99.08% |
27/02/2025 | 1.46% | 1.00 CHF | 1.01 CHF | 50,000 | 25,000 | 51,679 | 25,000 | 51,927 CHF | 25,506 CHF | 15.48% | 15.48% |
26/02/2025 | 1.30% | 0.99 CHF | 1.00 CHF | 60,000 | 25,000 | 60,534 | 25,000 | 55,891 CHF | 23,453 CHF | 98.93% | 98.93% |
25/02/2025 | 1.86% | 0.60 CHF | 0.61 CHF | 90,000 | 25,000 | 80,417 | 25,000 | 52,109 CHF | 16,509 CHF | 100.00% | 100.00% |
21/02/2025 | 1.99% | 0.69 CHF | 0.70 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 54,597 CHF | 17,405 CHF | 99.66% | 99.66% |