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 | 2.19% | 0.64 CHF | 0.66 CHF | 80,000 | 50,000 | 80,159 | 50,000 | 51,925 CHF | 33,110 CHF | 100.00% | 100.00% |
21/03/2025 | 2.12% | 0.61 CHF | 0.62 CHF | 90,000 | 50,000 | 85,056 | 50,000 | 52,725 CHF | 31,704 CHF | 99.88% | 99.88% |
20/03/2025 | 2.11% | 0.68 CHF | 0.70 CHF | 80,000 | 50,000 | 80,187 | 49,742 | 52,727 CHF | 33,407 CHF | 95.24% | 95.24% |
19/03/2025 | 2.13% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 76,364 | 50,000 | 53,566 CHF | 35,879 CHF | 99.99% | 99.99% |
18/03/2025 | 1.87% | 0.71 CHF | 0.72 CHF | 80,000 | 50,000 | 75,864 | 50,000 | 53,777 CHF | 36,149 CHF | 98.49% | 98.49% |
17/03/2025 | 1.98% | 0.73 CHF | 0.74 CHF | 70,000 | 50,000 | 80,121 | 50,000 | 53,863 CHF | 34,346 CHF | 100.00% | 100.00% |
14/03/2025 | 2.30% | 0.60 CHF | 0.61 CHF | 90,000 | 50,000 | 94,558 | 50,000 | 53,777 CHF | 29,375 CHF | 72.14% | 72.14% |
13/03/2025 | 2.75% | 0.44 CHF | 0.45 CHF | 120,000 | 50,000 | 111,256 | 50,000 | 52,203 CHF | 24,307 CHF | 55.73% | 55.73% |
12/03/2025 | 2.46% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 100,000 | 49,101 | 52,225 CHF | 26,265 CHF | 94.79% | 94.79% |
11/03/2025 | 2.69% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 103,554 | 48,959 | 51,891 CHF | 25,248 CHF | 93.87% | 93.87% |