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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/03/2025 | 0.17% | 29.70 CHF | 29.75 CHF | 25,000 | 25,000 | 24,765 | 24,764 | 736,705 CHF | 737,902 CHF | 99.78% | 99.78% |
21/03/2025 | 0.17% | 30.05 CHF | 30.10 CHF | 25,000 | 25,000 | 24,765 | 24,765 | 743,849 CHF | 745,088 CHF | 99.70% | 99.70% |
20/03/2025 | 0.17% | 29.75 CHF | 29.80 CHF | 25,000 | 25,000 | 24,765 | 24,765 | 739,720 CHF | 740,959 CHF | 100.00% | 100.00% |
19/03/2025 | 0.17% | 29.80 CHF | 29.85 CHF | 25,000 | 25,000 | 24,766 | 24,766 | 738,504 CHF | 739,744 CHF | 100.00% | 100.00% |
18/03/2025 | 0.17% | 30.10 CHF | 30.15 CHF | 25,000 | 25,000 | 24,760 | 24,760 | 748,779 CHF | 750,018 CHF | 97.76% | 97.76% |
17/03/2025 | 0.17% | 30.35 CHF | 30.40 CHF | 25,000 | 25,000 | 24,755 | 24,755 | 746,587 CHF | 747,826 CHF | 95.80% | 95.80% |
14/03/2025 | 0.17% | 29.85 CHF | 29.90 CHF | 25,000 | 25,000 | 24,765 | 24,765 | 730,090 CHF | 731,330 CHF | 99.68% | 99.68% |
13/03/2025 | 0.17% | 29.60 CHF | 29.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 744,762 CHF | 746,012 CHF | 50.48% | 99.22% |
12/03/2025 | 0.17% | 30.00 CHF | 30.05 CHF | 25,000 | 25,000 | 24,906 | 24,906 | 751,186 CHF | 752,432 CHF | 97.10% | 97.10% |
11/03/2025 | 0.17% | 28.80 CHF | 28.85 CHF | 25,000 | 25,000 | 24,762 | 24,762 | 726,937 CHF | 728,173 CHF | 98.46% | 98.46% |