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 |
---|---|---|---|---|---|---|---|---|---|---|---|
04/03/2025 | 1.02% | 97.00 % | 98.00 % | 500,000 | 500,000 | 500,000 | 499,673 | 489,359 CHF | 494,039 CHF | 99.38% | 99.38% |
03/03/2025 | 0.79% | 102.10 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,164 CHF | 510,164 CHF | 100.00% | 100.00% |
28/02/2025 | 1.01% | 99.00 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,812 CHF | 497,812 CHF | 99.99% | 99.99% |
27/02/2025 | 0.79% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,702 CHF | 505,702 CHF | 99.29% | 99.29% |
26/02/2025 | 0.97% | 102.70 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,186 CHF | 519,186 CHF | 100.00% | 100.00% |
25/02/2025 | 0.78% | 102.30 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,428 CHF | 515,428 CHF | 99.99% | 99.99% |
21/02/2025 | 0.75% | 104.90 % | 105.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,929 CHF | 531,929 CHF | 100.00% | 100.00% |
20/02/2025 | 0.96% | 103.80 % | 104.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,980 CHF | 522,980 CHF | 100.00% | 100.00% |
19/02/2025 | 0.78% | 102.50 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,688 CHF | 516,688 CHF | 100.00% | 100.00% |
18/02/2025 | 0.97% | 103.10 % | 104.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,072 CHF | 519,072 CHF | 100.00% | 100.00% |