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 | 0.84% | 94.91 % | 95.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,217 CHF | 240,217 CHF | 99.72% | 99.72% |
12/03/2025 | 0.84% | 94.64 % | 95.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,842 CHF | 238,842 CHF | 99.78% | 99.78% |
11/03/2025 | 0.83% | 95.71 % | 96.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,678 CHF | 242,678 CHF | 98.78% | 98.78% |
10/03/2025 | 0.82% | 96.87 % | 97.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,837 CHF | 245,837 CHF | 99.27% | 99.27% |
07/03/2025 | 0.80% | 98.99 % | 99.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,386 CHF | 250,386 CHF | 99.76% | 99.76% |
06/03/2025 | 0.80% | 99.34 % | 100.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,626 CHF | 250,626 CHF | 99.78% | 99.78% |
05/03/2025 | 0.80% | 99.50 % | 100.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,493 CHF | 250,493 CHF | 99.89% | 99.89% |
04/03/2025 | 0.80% | 98.56 % | 99.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,331 CHF | 250,331 CHF | 99.77% | 99.77% |