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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/04/2025 | 0.32% | 3.06 CHF | 3.07 CHF | 500,000 | 500,000 | 499,423 | 499,423 | 1,544,880 CHF | 1,549,880 CHF | 99.78% | 99.78% |
15/04/2025 | 0.32% | 3.15 CHF | 3.16 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,567,890 CHF | 1,572,890 CHF | 99.52% | 99.52% |
14/04/2025 | 0.32% | 3.14 CHF | 3.15 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,550,440 CHF | 1,555,440 CHF | 99.97% | 99.97% |
11/04/2025 | 0.31% | 3.23 CHF | 3.24 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,616,410 CHF | 1,621,410 CHF | 99.51% | 99.51% |
10/04/2025 | 0.30% | 3.35 CHF | 3.36 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,660,850 CHF | 1,665,850 CHF | 99.72% | 99.72% |
09/04/2025 | 0.28% | 3.67 CHF | 3.68 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,803,410 CHF | 1,808,410 CHF | 96.89% | 96.89% |
08/04/2025 | 0.30% | 3.37 CHF | 3.38 CHF | 500,000 | 500,000 | 499,571 | 499,571 | 1,665,380 CHF | 1,670,380 CHF | 99.19% | 99.19% |
07/04/2025 | 0.30% | 3.41 CHF | 3.42 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,691,800 CHF | 1,696,800 CHF | 98.51% | 98.51% |
04/04/2025 | 0.32% | 3.18 CHF | 3.19 CHF | 500,000 | 500,000 | 498,605 | 498,605 | 1,571,070 CHF | 1,576,070 CHF | 99.10% | 99.10% |
03/04/2025 | 0.36% | 2.89 CHF | 2.90 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,382,500 CHF | 1,387,500 CHF | 97.74% | 97.74% |