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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12/03/2025 | 2.23% | 0.93 CHF | 0.94 CHF | 60,000 | 25,000 | 17,917 | 13,844 | 16,375 CHF | 12,926 CHF | 97.77% | 97.77% |
11/03/2025 | 2.18% | 0.92 CHF | 0.94 CHF | 12,500 | 12,500 | 12,400 | 12,400 | 12,565 CHF | 12,841 CHF | 67.78% | 67.78% |
10/03/2025 | 1.73% | 0.79 CHF | 0.80 CHF | 70,000 | 25,000 | 71,034 | 25,000 | 52,494 CHF | 18,810 CHF | 95.23% | 95.23% |
07/03/2025 | 1.91% | 0.76 CHF | 0.78 CHF | 70,000 | 25,000 | 70,000 | 24,796 | 51,841 CHF | 18,712 CHF | 98.51% | 98.51% |
06/03/2025 | 1.70% | 0.76 CHF | 0.77 CHF | 70,000 | 25,000 | 70,000 | 24,791 | 54,046 CHF | 19,469 CHF | 99.47% | 99.47% |
05/03/2025 | 1.41% | 0.76 CHF | 0.77 CHF | 70,000 | 25,000 | 66,704 | 25,000 | 54,506 CHF | 20,778 CHF | 99.99% | 99.99% |
04/03/2025 | 1.45% | 0.78 CHF | 0.79 CHF | 70,000 | 25,000 | 68,221 | 25,000 | 55,289 CHF | 20,600 CHF | 99.97% | 99.97% |
03/03/2025 | 1.20% | 0.93 CHF | 0.95 CHF | 60,000 | 25,000 | 59,837 | 25,000 | 57,065 CHF | 24,133 CHF | 99.36% | 99.36% |
28/02/2025 | 1.61% | 0.91 CHF | 0.92 CHF | 60,000 | 25,000 | 59,344 | 24,067 | 56,431 CHF | 23,215 CHF | 99.08% | 99.08% |
27/02/2025 | 1.10% | 1.06 CHF | 1.07 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 53,407 CHF | 27,000 CHF | 15.16% | 15.16% |