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 | 0.30% | 3.41 CHF | 3.42 CHF | 13,020 | 13,020 | 12,882 | 12,882 | 43,228 CHF | 43,357 CHF | 99.77% | 99.77% |
21/03/2025 | 0.33% | 3.08 CHF | 3.09 CHF | 12,880 | 12,880 | 12,767 | 12,767 | 39,246 CHF | 39,373 CHF | 99.68% | 99.68% |
20/03/2025 | 0.31% | 3.35 CHF | 3.36 CHF | 13,020 | 13,020 | 12,853 | 12,853 | 41,774 CHF | 41,902 CHF | 99.64% | 99.64% |
19/03/2025 | 0.31% | 3.30 CHF | 3.31 CHF | 13,000 | 13,000 | 12,891 | 12,891 | 42,569 CHF | 42,698 CHF | 99.82% | 99.82% |
18/03/2025 | 0.35% | 3.04 CHF | 3.05 CHF | 12,920 | 12,920 | 12,752 | 12,752 | 36,743 CHF | 36,871 CHF | 98.05% | 98.05% |
17/03/2025 | 0.34% | 2.77 CHF | 2.78 CHF | 12,840 | 12,840 | 12,801 | 12,801 | 38,008 CHF | 38,136 CHF | 99.56% | 99.56% |
14/03/2025 | 0.28% | 3.32 CHF | 3.33 CHF | 13,080 | 13,080 | 13,099 | 13,099 | 47,940 CHF | 48,071 CHF | 99.31% | 99.31% |
13/03/2025 | 0.30% | 3.56 CHF | 3.62 CHF | 13,150 | 13,140 | 13,049 | 13,049 | 43,902 CHF | 44,032 CHF | 50.18% | 98.19% |
12/03/2025 | 0.34% | 3.14 CHF | 3.15 CHF | 13,020 | 13,020 | 12,814 | 12,814 | 38,322 CHF | 38,450 CHF | 98.79% | 98.79% |
11/03/2025 | 0.27% | 4.34 CHF | 4.35 CHF | 13,500 | 13,500 | 13,123 | 13,123 | 49,812 CHF | 49,943 CHF | 97.77% | 97.77% |