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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18/03/2025 | 0.15% | 6.60 CHF | 6.61 CHF | 124,000 | 124,000 | 123,983 | 123,983 | 818,465 CHF | 819,705 CHF | 99.93% | 99.93% |
17/03/2025 | 0.15% | 6.62 CHF | 6.63 CHF | 124,000 | 124,000 | 124,000 | 124,000 | 818,451 CHF | 819,691 CHF | 99.99% | 99.99% |
14/03/2025 | 0.15% | 6.57 CHF | 6.58 CHF | 124,000 | 124,000 | 123,693 | 123,693 | 813,739 CHF | 814,979 CHF | 99.88% | 99.88% |
13/03/2025 | 0.15% | 6.59 CHF | 6.60 CHF | 124,000 | 124,000 | 124,000 | 124,000 | 812,289 CHF | 813,529 CHF | 99.76% | 99.76% |
12/03/2025 | 0.15% | 6.54 CHF | 6.55 CHF | 124,000 | 124,000 | 124,028 | 124,028 | 807,904 CHF | 809,144 CHF | 99.76% | 99.76% |
11/03/2025 | 0.15% | 6.54 CHF | 6.55 CHF | 124,000 | 124,000 | 121,337 | 121,337 | 816,202 CHF | 817,415 CHF | 98.99% | 98.99% |
10/03/2025 | 0.15% | 6.74 CHF | 6.75 CHF | 120,000 | 120,000 | 123,433 | 123,433 | 821,276 CHF | 822,511 CHF | 99.78% | 99.78% |
07/03/2025 | 0.15% | 6.59 CHF | 6.60 CHF | 124,000 | 124,000 | 124,069 | 124,069 | 805,593 CHF | 806,834 CHF | 99.99% | 99.99% |
06/03/2025 | 0.16% | 6.45 CHF | 6.46 CHF | 124,000 | 124,000 | 126,447 | 126,447 | 813,717 CHF | 814,982 CHF | 98.75% | 98.75% |
05/03/2025 | 0.15% | 6.65 CHF | 6.66 CHF | 124,000 | 124,000 | 123,277 | 123,277 | 824,431 CHF | 825,664 CHF | 99.80% | 99.80% |