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 | 1.49% | 0.70 CHF | 0.71 CHF | 627,600 | 627,600 | 627,600 | 627,600 | 418,993 CHF | 425,269 CHF | 99.99% | 99.99% |
11/04/2025 | 1.87% | 0.54 CHF | 0.55 CHF | 639,200 | 639,200 | 639,199 | 639,200 | 338,461 CHF | 344,853 CHF | 94.08% | 94.08% |
10/04/2025 | 1.68% | 0.56 CHF | 0.57 CHF | 821,700 | 821,700 | 821,700 | 821,680 | 484,632 CHF | 492,836 CHF | 90.43% | 90.43% |
09/04/2025 | 2.55% | 0.39 CHF | 0.40 CHF | 501,300 | 501,300 | 892,205 | 892,205 | 349,051 CHF | 357,973 CHF | 81.35% | 81.35% |
08/04/2025 | 1.47% | 0.72 CHF | 0.73 CHF | 1,250,000 | 1,250,000 | 1,249,190 | 1,249,210 | 851,624 CHF | 864,142 CHF | 92.36% | 92.36% |
07/04/2025 | 1.90% | 0.62 CHF | 0.63 CHF | 636,800 | 636,800 | 636,795 | 636,772 | 339,212 CHF | 345,565 CHF | 69.12% | 69.12% |
04/04/2025 | 0.70% | 1.14 CHF | 1.15 CHF | 326,400 | 326,400 | 326,149 | 326,149 | 487,326 CHF | 490,590 CHF | 90.92% | 90.92% |
03/04/2025 | 0.40% | 2.35 CHF | 2.36 CHF | 252,500 | 252,500 | 252,500 | 252,500 | 629,786 CHF | 632,311 CHF | 97.89% | 97.89% |
02/04/2025 | 0.32% | 3.05 CHF | 3.06 CHF | 234,700 | 234,700 | 234,700 | 234,700 | 728,809 CHF | 731,156 CHF | 99.85% | 99.85% |
01/04/2025 | 0.29% | 3.40 CHF | 3.41 CHF | 249,400 | 249,400 | 249,400 | 249,400 | 857,094 CHF | 859,588 CHF | 99.25% | 99.25% |