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 | 2.13% | 0.54 CHF | 0.55 CHF | 87,546 | 25,000 | 87,358 | 25,000 | 47,177 CHF | 13,789 CHF | 96.67% | 96.67% |
12/03/2025 | 4.05% | 0.52 CHF | 0.53 CHF | 86,756 | 25,000 | 21,030 | 13,833 | 11,210 CHF | 7,617 CHF | 98.58% | 98.58% |
11/03/2025 | 5.18% | 0.52 CHF | 0.54 CHF | 12,500 | 12,500 | 12,400 | 12,400 | 5,263 CHF | 5,538 CHF | 67.79% | 67.79% |
10/03/2025 | 1.40% | 0.66 CHF | 0.67 CHF | 80,000 | 25,000 | 76,464 | 25,000 | 54,034 CHF | 17,940 CHF | 95.26% | 95.26% |
07/03/2025 | 1.75% | 0.68 CHF | 0.70 CHF | 80,000 | 25,000 | 76,176 | 24,796 | 53,952 CHF | 17,891 CHF | 98.51% | 98.51% |
06/03/2025 | 1.70% | 0.69 CHF | 0.70 CHF | 80,000 | 25,000 | 80,001 | 24,791 | 54,202 CHF | 17,083 CHF | 99.48% | 99.48% |
05/03/2025 | 1.58% | 0.69 CHF | 0.70 CHF | 80,000 | 25,000 | 83,450 | 25,000 | 52,641 CHF | 16,064 CHF | 99.99% | 99.99% |
04/03/2025 | 1.80% | 0.68 CHF | 0.69 CHF | 80,000 | 25,000 | 81,658 | 25,000 | 52,647 CHF | 16,442 CHF | 99.99% | 99.99% |
03/03/2025 | 2.26% | 0.52 CHF | 0.54 CHF | 88,327 | 25,000 | 87,986 | 25,000 | 44,418 CHF | 12,906 CHF | 99.62% | 99.62% |
28/02/2025 | 2.43% | 0.56 CHF | 0.57 CHF | 89,533 | 25,000 | 88,270 | 24,065 | 45,146 CHF | 12,648 CHF | 98.88% | 98.88% |