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 |
---|---|---|---|---|---|---|---|---|---|---|---|
11/03/2025 | 0.32% | 96.40 % | 96.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,640 CHF | 484,190 CHF | 99.96% | 99.96% |
10/03/2025 | 0.32% | 95.60 % | 95.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,656 CHF | 480,206 CHF | 99.97% | 99.97% |
07/03/2025 | 0.32% | 97.00 % | 97.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,567 CHF | 483,117 CHF | 100.00% | 100.00% |
06/03/2025 | 0.32% | 96.30 % | 96.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,881 CHF | 481,431 CHF | 100.00% | 100.00% |
05/03/2025 | 0.32% | 95.90 % | 96.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,851 CHF | 483,401 CHF | 100.00% | 100.00% |
04/03/2025 | 0.33% | 94.40 % | 94.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,215 CHF | 476,765 CHF | 99.35% | 99.35% |
03/03/2025 | 0.32% | 96.90 % | 97.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,188 CHF | 486,738 CHF | 100.00% | 100.00% |
28/02/2025 | 0.32% | 96.50 % | 96.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,314 CHF | 483,864 CHF | 100.00% | 100.00% |
27/02/2025 | 0.32% | 97.20 % | 97.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,026 CHF | 488,576 CHF | 98.50% | 98.50% |
26/02/2025 | 0.32% | 97.70 % | 98.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,440 CHF | 490,990 CHF | 100.00% | 100.00% |