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 |
---|---|---|---|---|---|---|---|---|---|---|---|
04/04/2025 | 0.62% | 11.85 CHF | 11.95 CHF | 50,000 | 50,000 | 49,519 | 49,517 | 601,048 CHF | 604,744 CHF | 81.89% | 81.89% |
03/04/2025 | 0.41% | 12.35 CHF | 12.40 CHF | 50,000 | 50,000 | 49,516 | 49,514 | 613,444 CHF | 615,894 CHF | 96.73% | 96.73% |
02/04/2025 | 0.39% | 12.85 CHF | 12.90 CHF | 50,000 | 50,000 | 49,525 | 49,525 | 636,790 CHF | 639,269 CHF | 98.96% | 98.96% |
01/04/2025 | 0.39% | 12.90 CHF | 12.95 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 639,414 CHF | 641,893 CHF | 99.93% | 99.93% |
31/03/2025 | 0.39% | 12.90 CHF | 12.95 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 633,334 CHF | 635,814 CHF | 99.96% | 99.96% |
28/03/2025 | 0.40% | 12.45 CHF | 12.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 620,646 CHF | 623,146 CHF | 79.75% | 79.75% |
27/03/2025 | 0.41% | 12.20 CHF | 12.25 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 603,761 CHF | 606,241 CHF | 99.97% | 99.97% |
26/03/2025 | 0.42% | 11.95 CHF | 12.00 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 593,489 CHF | 595,968 CHF | 99.90% | 99.90% |
25/03/2025 | 0.42% | 11.95 CHF | 12.00 CHF | 50,000 | 50,000 | 49,529 | 49,529 | 592,762 CHF | 595,242 CHF | 99.95% | 99.95% |
24/03/2025 | 0.42% | 11.90 CHF | 11.95 CHF | 50,000 | 50,000 | 49,529 | 49,529 | 592,979 CHF | 595,458 CHF | 100.00% | 100.00% |