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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03/04/2025 | 1.68% | 0.58 CHF | 0.59 CHF | 161,000 | 161,000 | 159,460 | 159,460 | 93,915 CHF | 95,510 CHF | 96.99% | 96.99% |
02/04/2025 | 1.62% | 0.63 CHF | 0.64 CHF | 156,000 | 156,000 | 157,792 | 157,792 | 96,762 CHF | 98,340 CHF | 99.98% | 99.98% |
01/04/2025 | 1.57% | 0.63 CHF | 0.64 CHF | 156,000 | 156,000 | 156,143 | 156,143 | 98,751 CHF | 100,313 CHF | 100.00% | 100.00% |
31/03/2025 | 1.56% | 0.63 CHF | 0.64 CHF | 156,000 | 156,000 | 155,893 | 155,893 | 98,884 CHF | 100,442 CHF | 99.35% | 99.35% |
28/03/2025 | 1.41% | 0.70 CHF | 0.71 CHF | 151,000 | 151,000 | 150,755 | 150,755 | 106,141 CHF | 107,649 CHF | 99.93% | 99.93% |
27/03/2025 | 1.37% | 0.74 CHF | 0.75 CHF | 148,000 | 148,000 | 148,942 | 148,942 | 108,065 CHF | 109,555 CHF | 100.00% | 100.00% |
26/03/2025 | 1.23% | 0.78 CHF | 0.79 CHF | 146,000 | 146,000 | 142,640 | 142,640 | 115,641 CHF | 117,068 CHF | 100.00% | 100.00% |
25/03/2025 | 1.22% | 0.81 CHF | 0.82 CHF | 142,000 | 142,000 | 142,619 | 142,619 | 116,085 CHF | 117,511 CHF | 100.00% | 100.00% |
24/03/2025 | 1.24% | 0.81 CHF | 0.82 CHF | 144,000 | 144,000 | 143,235 | 143,235 | 115,314 CHF | 116,747 CHF | 100.00% | 100.00% |
21/03/2025 | 1.26% | 0.80 CHF | 0.81 CHF | 144,000 | 144,000 | 144,354 | 144,354 | 113,821 CHF | 115,265 CHF | 100.00% | 100.00% |