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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/03/2025 | 0.33% | 3.02 CHF | 3.03 CHF | 155,000 | 155,000 | 155,000 | 155,000 | 466,297 CHF | 467,847 CHF | 100.00% | 100.00% |
14/03/2025 | 0.33% | 2.98 CHF | 2.99 CHF | 155,000 | 155,000 | 155,000 | 155,000 | 463,666 CHF | 465,216 CHF | 99.88% | 99.88% |
13/03/2025 | 0.34% | 3.01 CHF | 3.02 CHF | 155,000 | 155,000 | 155,000 | 155,000 | 461,404 CHF | 462,954 CHF | 99.76% | 99.76% |
12/03/2025 | 0.34% | 2.96 CHF | 2.97 CHF | 155,000 | 155,000 | 155,033 | 155,033 | 455,602 CHF | 457,152 CHF | 99.77% | 99.77% |
11/03/2025 | 0.32% | 2.97 CHF | 2.98 CHF | 155,000 | 155,000 | 151,667 | 151,667 | 472,350 CHF | 473,867 CHF | 98.94% | 98.94% |
10/03/2025 | 0.32% | 3.14 CHF | 3.15 CHF | 150,000 | 150,000 | 154,291 | 154,291 | 474,970 CHF | 476,513 CHF | 99.75% | 99.75% |
07/03/2025 | 0.34% | 3.02 CHF | 3.03 CHF | 155,000 | 155,000 | 155,087 | 155,087 | 457,011 CHF | 458,562 CHF | 99.96% | 99.96% |
06/03/2025 | 0.35% | 2.90 CHF | 2.91 CHF | 155,000 | 155,000 | 158,053 | 158,053 | 457,071 CHF | 458,652 CHF | 98.75% | 98.75% |
05/03/2025 | 0.32% | 3.06 CHF | 3.07 CHF | 155,000 | 155,000 | 154,107 | 154,107 | 478,808 CHF | 480,349 CHF | 99.78% | 99.78% |
04/03/2025 | 0.30% | 3.27 CHF | 3.28 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 493,246 CHF | 494,746 CHF | 99.95% | 99.95% |