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% | 6.85 CHF | 6.86 CHF | 50,000 | 50,000 | 49,521 | 49,521 | 337,021 CHF | 337,516 CHF | 99.59% | 99.59% |
11/04/2025 | 0.30% | 6.24 CHF | 6.25 CHF | 50,000 | 50,000 | 49,497 | 49,497 | 310,998 CHF | 311,931 CHF | 94.73% | 94.73% |
10/04/2025 | 0.37% | 6.65 CHF | 6.67 CHF | 50,000 | 50,000 | 45,116 | 45,116 | 301,229 CHF | 302,293 CHF | 93.69% | 93.69% |
09/04/2025 | 0.35% | 5.68 CHF | 5.70 CHF | 50,000 | 50,000 | 49,518 | 49,518 | 281,240 CHF | 282,231 CHF | 86.84% | 86.84% |
08/04/2025 | 0.32% | 6.29 CHF | 6.31 CHF | 50,000 | 50,000 | 50,028 | 50,028 | 309,432 CHF | 310,423 CHF | 93.70% | 93.70% |
07/04/2025 | 0.58% | 5.82 CHF | 5.87 CHF | 50,000 | 50,000 | 49,633 | 49,633 | 284,489 CHF | 286,125 CHF | 88.59% | 88.59% |
04/04/2025 | 0.22% | 6.77 CHF | 6.79 CHF | 100,000 | 100,000 | 99,027 | 99,027 | 697,526 CHF | 699,008 CHF | 76.05% | 76.05% |
03/04/2025 | 0.13% | 7.79 CHF | 7.80 CHF | 100,000 | 100,000 | 94,624 | 94,624 | 755,799 CHF | 756,747 CHF | 96.92% | 96.92% |
02/04/2025 | 0.12% | 8.42 CHF | 8.43 CHF | 90,000 | 90,000 | 89,149 | 89,149 | 743,302 CHF | 744,195 CHF | 99.05% | 99.05% |
01/04/2025 | 0.12% | 8.61 CHF | 8.62 CHF | 90,000 | 90,000 | 97,875 | 97,875 | 828,422 CHF | 829,402 CHF | 99.09% | 99.09% |