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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/03/2025 | 0.57% | 1.78 CHF | 1.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,831 CHF | 88,331 CHF | 99.56% | 99.56% |
06/03/2025 | 0.56% | 1.83 CHF | 1.84 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 106,952 CHF | 107,552 CHF | 99.57% | 99.57% |
05/03/2025 | 0.62% | 1.61 CHF | 1.62 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 97,287 CHF | 97,887 CHF | 99.01% | 99.06% |
04/03/2025 | 0.72% | 1.39 CHF | 1.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,074 CHF | 69,574 CHF | 99.47% | 99.47% |
03/03/2025 | 0.61% | 1.65 CHF | 1.66 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 98,866 CHF | 99,466 CHF | 98.52% | 98.52% |
28/02/2025 | 0.64% | 1.53 CHF | 1.54 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 92,970 CHF | 93,570 CHF | 99.03% | 99.03% |
27/02/2025 | 0.67% | 1.49 CHF | 1.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,892 CHF | 75,392 CHF | 99.54% | 99.54% |
26/02/2025 | 0.63% | 1.61 CHF | 1.62 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 95,550 CHF | 96,150 CHF | 99.53% | 99.53% |
25/02/2025 | 0.71% | 1.58 CHF | 1.59 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 84,873 CHF | 85,473 CHF | 99.02% | 99.02% |
21/02/2025 | 0.82% | 1.24 CHF | 1.25 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 85,516 CHF | 86,216 CHF | 98.88% | 98.88% |