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 | 2.53% | 0.45 CHF | 0.46 CHF | 87,546 | 25,000 | 87,354 | 25,000 | 39,491 CHF | 11,588 CHF | 98.83% | 98.83% |
12/03/2025 | 4.45% | 0.43 CHF | 0.44 CHF | 86,746 | 25,000 | 21,115 | 13,846 | 9,438 CHF | 6,425 CHF | 97.60% | 97.60% |
11/03/2025 | 6.50% | 0.43 CHF | 0.45 CHF | 12,500 | 12,500 | 12,431 | 12,431 | 4,256 CHF | 4,535 CHF | 89.41% | 89.41% |
10/03/2025 | 1.82% | 0.57 CHF | 0.58 CHF | 90,000 | 25,000 | 85,794 | 25,000 | 53,166 CHF | 15,800 CHF | 95.94% | 95.94% |
07/03/2025 | 1.84% | 0.60 CHF | 0.61 CHF | 90,000 | 25,000 | 85,013 | 24,794 | 52,807 CHF | 15,705 CHF | 97.56% | 97.56% |
06/03/2025 | 2.08% | 0.60 CHF | 0.62 CHF | 90,000 | 25,000 | 90,013 | 24,797 | 53,150 CHF | 14,950 CHF | 99.34% | 99.34% |
05/03/2025 | 2.10% | 0.60 CHF | 0.61 CHF | 90,000 | 25,000 | 89,819 | 25,000 | 48,864 CHF | 13,882 CHF | 95.14% | 95.14% |
04/03/2025 | 2.16% | 0.60 CHF | 0.61 CHF | 90,000 | 25,000 | 90,015 | 25,000 | 50,453 CHF | 14,315 CHF | 99.97% | 99.97% |
03/03/2025 | 2.85% | 0.44 CHF | 0.45 CHF | 88,366 | 25,000 | 87,960 | 25,000 | 36,799 CHF | 10,759 CHF | 100.00% | 100.00% |
28/02/2025 | 3.62% | 0.47 CHF | 0.48 CHF | 89,474 | 25,000 | 88,250 | 24,067 | 37,358 CHF | 10,601 CHF | 99.08% | 99.08% |