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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/04/2025 | 1.58% | 0.64 CHF | 0.65 CHF | 2,923,000 | 2,923,000 | 2,921,880 | 2,921,880 | 1,837,170 CHF | 1,866,400 CHF | 99.97% | 99.97% |
11/04/2025 | 1.84% | 0.53 CHF | 0.54 CHF | 2,089,800 | 2,089,800 | 2,179,520 | 2,179,520 | 1,178,100 CHF | 1,199,900 CHF | 99.77% | 99.77% |
10/04/2025 | 1.64% | 0.60 CHF | 0.61 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,815,350 CHF | 1,845,350 CHF | 99.96% | 99.96% |
09/04/2025 | 2.20% | 0.45 CHF | 0.46 CHF | 2,863,000 | 2,863,000 | 2,863,000 | 2,863,000 | 1,291,690 CHF | 1,320,320 CHF | 98.38% | 98.38% |
08/04/2025 | 1.84% | 0.56 CHF | 0.57 CHF | 1,604,100 | 1,604,100 | 1,603,860 | 1,603,860 | 866,723 CHF | 882,764 CHF | 99.90% | 99.90% |
07/04/2025 | 2.16% | 0.48 CHF | 0.49 CHF | 1,256,600 | 1,256,600 | 1,355,520 | 1,355,520 | 619,054 CHF | 632,609 CHF | 98.57% | 98.57% |
04/04/2025 | 1.37% | 0.69 CHF | 0.70 CHF | 3,000,000 | 3,000,000 | 2,997,090 | 2,997,090 | 2,204,320 CHF | 2,234,320 CHF | 96.35% | 96.35% |
03/04/2025 | 0.99% | 0.94 CHF | 0.95 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 3,015,860 CHF | 3,045,860 CHF | 97.10% | 97.10% |
02/04/2025 | 0.89% | 1.14 CHF | 1.15 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 3,346,350 CHF | 3,376,350 CHF | 98.19% | 98.19% |
01/04/2025 | 0.86% | 1.21 CHF | 1.22 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 3,490,740 CHF | 3,520,740 CHF | 97.17% | 97.17% |