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 | 0.32% | 2.81 CHF | 2.82 CHF | 264,700 | 264,700 | 264,700 | 264,700 | 841,972 CHF | 844,619 CHF | 96.82% | 96.82% |
02/04/2025 | 0.23% | 4.64 CHF | 4.65 CHF | 280,300 | 280,300 | 280,300 | 280,300 | 1,243,580 CHF | 1,246,380 CHF | 99.91% | 99.91% |
01/04/2025 | 0.23% | 4.68 CHF | 4.69 CHF | 289,100 | 289,100 | 289,100 | 289,100 | 1,263,090 CHF | 1,265,980 CHF | 99.84% | 99.84% |
31/03/2025 | 0.26% | 3.91 CHF | 3.92 CHF | 302,700 | 302,700 | 302,700 | 302,700 | 1,162,570 CHF | 1,165,600 CHF | 99.91% | 99.91% |
28/03/2025 | 0.20% | 4.47 CHF | 4.48 CHF | 247,600 | 247,600 | 247,497 | 247,497 | 1,241,490 CHF | 1,243,970 CHF | 99.94% | 99.94% |
27/03/2025 | 0.18% | 5.50 CHF | 5.51 CHF | 239,900 | 239,900 | 239,900 | 239,900 | 1,316,240 CHF | 1,318,640 CHF | 99.98% | 99.98% |
26/03/2025 | 0.16% | 5.70 CHF | 5.71 CHF | 215,200 | 215,200 | 215,200 | 215,200 | 1,314,600 CHF | 1,316,750 CHF | 100.00% | 100.00% |
25/03/2025 | 0.16% | 6.16 CHF | 6.17 CHF | 218,100 | 218,100 | 218,051 | 218,051 | 1,337,490 CHF | 1,339,670 CHF | 99.99% | 99.99% |
24/03/2025 | 0.17% | 6.11 CHF | 6.12 CHF | 251,300 | 251,300 | 251,300 | 251,300 | 1,471,350 CHF | 1,473,860 CHF | 99.66% | 99.66% |
21/03/2025 | 0.20% | 4.87 CHF | 4.88 CHF | 253,000 | 253,000 | 253,000 | 253,000 | 1,237,990 CHF | 1,240,520 CHF | 99.93% | 99.93% |