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 | 0.69% | 1.66 CHF | 1.67 CHF | 200,000 | 200,000 | 114,627 | 114,627 | 174,828 CHF | 175,981 CHF | 98.36% | 98.36% |
21/03/2025 | 0.77% | 1.31 CHF | 1.32 CHF | 220,000 | 220,000 | 124,929 | 124,929 | 162,587 CHF | 163,838 CHF | 99.96% | 99.96% |
20/03/2025 | 0.76% | 1.37 CHF | 1.38 CHF | 220,000 | 220,000 | 123,951 | 123,951 | 167,571 CHF | 168,813 CHF | 99.94% | 99.94% |
19/03/2025 | 0.83% | 1.26 CHF | 1.27 CHF | 220,000 | 220,000 | 125,736 | 125,736 | 154,353 CHF | 155,613 CHF | 98.08% | 98.08% |
18/03/2025 | 0.82% | 1.23 CHF | 1.24 CHF | 220,000 | 220,000 | 122,497 | 122,497 | 150,084 CHF | 151,311 CHF | 99.66% | 99.66% |
17/03/2025 | 0.87% | 1.27 CHF | 1.28 CHF | 220,000 | 220,000 | 123,465 | 123,465 | 149,949 CHF | 151,185 CHF | 99.97% | 99.97% |
14/03/2025 | 0.97% | 1.07 CHF | 1.08 CHF | 220,000 | 220,000 | 124,735 | 124,735 | 132,498 CHF | 133,748 CHF | 99.99% | 99.99% |
13/03/2025 | 0.98% | 0.99 CHF | 1.00 CHF | 220,000 | 220,000 | 126,042 | 126,042 | 129,441 CHF | 130,703 CHF | 99.95% | 99.95% |
12/03/2025 | 1.03% | 1.09 CHF | 1.10 CHF | 220,000 | 220,000 | 128,835 | 125,403 | 129,541 CHF | 127,393 CHF | 99.86% | 99.86% |
11/03/2025 | 1.09% | 0.89 CHF | 0.90 CHF | 240,000 | 240,000 | 135,507 | 135,507 | 126,431 CHF | 127,793 CHF | 99.57% | 99.57% |