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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.04.2025 | 1.01% | 100.70 % | 101.70 % | 500'000 | 500'000 | 494'951 | 494'951 | 499'300 CHF | 504'261 CHF | 94.55% | 94.55% |
23.04.2025 | 0.81% | 101.00 % | 101.80 % | 500'000 | 500'000 | 495'230 | 495'230 | 500'318 CHF | 504'290 CHF | 99.92% | 99.92% |
22.04.2025 | 1.01% | 101.10 % | 102.10 % | 500'000 | 500'000 | 495'157 | 495'157 | 500'596 CHF | 505'558 CHF | 98.40% | 98.40% |
17.04.2025 | 1.01% | 100.90 % | 101.90 % | 500'000 | 500'000 | 495'234 | 495'234 | 499'423 CHF | 504'386 CHF | 100.00% | 100.00% |
16.04.2025 | 0.81% | 101.00 % | 101.80 % | 500'000 | 500'000 | 495'225 | 495'225 | 499'801 CHF | 503'774 CHF | 100.00% | 100.00% |
15.04.2025 | 1.01% | 100.90 % | 101.90 % | 500'000 | 500'000 | 495'234 | 495'234 | 499'359 CHF | 504'322 CHF | 100.00% | 100.00% |
14.04.2025 | 0.89% | 100.80 % | 101.60 % | 500'000 | 500'000 | 495'225 | 495'225 | 498'749 CHF | 503'112 CHF | 99.89% | 99.89% |
11.04.2025 | 1.01% | 100.80 % | 101.80 % | 500'000 | 500'000 | 495'222 | 495'222 | 499'358 CHF | 504'321 CHF | 99.78% | 99.78% |
10.04.2025 | 1.87% | 100.90 % | 102.11 % | 250'000 | 250'000 | 135'025 | 135'025 | 135'583 CHF | 137'873 CHF | 99.74% | 99.74% |
09.04.2025 | 3.05% | 98.71 % | 100.70 % | 100'000 | 100'000 | 112'529 | 112'529 | 109'974 CHF | 113'438 CHF | 97.24% | 97.24% |