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 | 0.55% | 2.65 CHF | 2.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 201,721 CHF | 202,828 CHF | 99.78% | 99.78% |
21/03/2025 | 0.58% | 2.62 CHF | 2.64 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 193,929 CHF | 195,063 CHF | 99.79% | 99.79% |
20/03/2025 | 0.62% | 2.62 CHF | 2.64 CHF | 75,000 | 75,000 | 74,740 | 74,740 | 191,137 CHF | 192,333 CHF | 93.92% | 93.92% |
19/03/2025 | 0.57% | 2.61 CHF | 2.62 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 196,632 CHF | 197,751 CHF | 99.94% | 99.94% |
18/03/2025 | 0.60% | 2.66 CHF | 2.68 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 197,866 CHF | 199,052 CHF | 98.72% | 98.72% |
17/03/2025 | 0.58% | 2.55 CHF | 2.57 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 190,907 CHF | 192,027 CHF | 98.17% | 98.17% |
14/03/2025 | 0.60% | 2.58 CHF | 2.60 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 190,406 CHF | 191,550 CHF | 99.81% | 99.81% |
13/03/2025 | 0.63% | 2.51 CHF | 2.53 CHF | 75,000 | 75,000 | 73,143 | 73,143 | 184,414 CHF | 185,568 CHF | 98.07% | 98.07% |
12/03/2025 | 0.62% | 2.49 CHF | 2.50 CHF | 75,000 | 75,000 | 73,947 | 73,906 | 183,065 CHF | 184,096 CHF | 97.86% | 97.86% |
11/03/2025 | 0.64% | 2.39 CHF | 2.40 CHF | 75,000 | 75,000 | 73,855 | 73,818 | 175,224 CHF | 176,256 CHF | 93.99% | 93.99% |