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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.04.2025 | 3.75% | 0.28 CHF | 0.29 CHF | 900'000 | 300'000 | 982'371 | 382'365 | 257'132 CHF | 103'704 CHF | 99.21% | 99.21% |
14.04.2025 | 3.68% | 0.26 CHF | 0.27 CHF | 1'000'000 | 400'000 | 999'942 | 400'000 | 267'256 CHF | 110'908 CHF | 97.83% | 97.83% |
11.04.2025 | 4.09% | 0.23 CHF | 0.24 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 239'616 CHF | 99'846 CHF | 98.86% | 98.86% |
10.04.2025 | 4.40% | 0.21 CHF | 0.22 CHF | 1'000'000 | 400'000 | 1'000'000 | 399'931 | 243'364 CHF | 101'731 CHF | 94.43% | 94.43% |
09.04.2025 | 4.45% | 0.23 CHF | 0.24 CHF | 1'000'000 | 400'000 | 1'000'000 | 418'635 | 220'869 CHF | 96'329 CHF | 97.80% | 97.80% |
08.04.2025 | 3.10% | 0.30 CHF | 0.31 CHF | 900'000 | 300'000 | 956'134 | 356'134 | 304'062 CHF | 116'549 CHF | 99.13% | 99.13% |
07.04.2025 | 3.91% | 0.28 CHF | 0.29 CHF | 1'000'000 | 400'000 | 933'357 | 333'331 | 309'474 CHF | 114'079 CHF | 90.22% | 90.22% |
04.04.2025 | 2.17% | 0.41 CHF | 0.42 CHF | 750'000 | 250'000 | 750'000 | 249'975 | 342'456 CHF | 116'640 CHF | 98.84% | 98.84% |
03.04.2025 | 1.77% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 599'978 | 200'000 | 336'498 CHF | 114'170 CHF | 98.72% | 98.72% |
02.04.2025 | 1.88% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 599'940 | 199'917 | 316'646 CHF | 107'515 CHF | 99.20% | 99.20% |