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 | 0.15% | 6.98 CHF | 6.99 CHF | 50,000 | 50,000 | 49,520 | 49,520 | 340,083 CHF | 340,579 CHF | 99.38% | 99.38% |
11/04/2025 | 0.30% | 6.38 CHF | 6.39 CHF | 50,000 | 50,000 | 49,502 | 49,502 | 313,128 CHF | 314,062 CHF | 94.38% | 94.38% |
10/04/2025 | 0.37% | 6.47 CHF | 6.49 CHF | 50,000 | 50,000 | 45,105 | 45,105 | 298,866 CHF | 299,929 CHF | 94.84% | 94.84% |
09/04/2025 | 0.36% | 5.61 CHF | 5.63 CHF | 50,000 | 50,000 | 49,467 | 49,467 | 278,614 CHF | 279,603 CHF | 87.26% | 87.26% |
08/04/2025 | 0.31% | 6.70 CHF | 6.72 CHF | 50,000 | 50,000 | 50,008 | 50,008 | 325,159 CHF | 326,150 CHF | 93.05% | 93.05% |
07/04/2025 | 0.54% | 5.99 CHF | 6.04 CHF | 50,000 | 50,000 | 49,579 | 49,579 | 295,314 CHF | 296,909 CHF | 83.95% | 83.95% |
04/04/2025 | 0.20% | 7.23 CHF | 7.25 CHF | 100,000 | 100,000 | 92,493 | 92,493 | 705,404 CHF | 706,802 CHF | 76.64% | 76.64% |
03/04/2025 | 0.12% | 8.46 CHF | 8.47 CHF | 90,000 | 90,000 | 89,146 | 89,146 | 765,069 CHF | 765,961 CHF | 96.06% | 96.06% |
02/04/2025 | 0.11% | 9.03 CHF | 9.04 CHF | 90,000 | 90,000 | 89,816 | 89,816 | 814,510 CHF | 815,408 CHF | 97.80% | 97.80% |
01/04/2025 | 0.11% | 9.27 CHF | 9.28 CHF | 90,000 | 90,000 | 89,268 | 89,268 | 831,323 CHF | 832,216 CHF | 98.86% | 98.86% |