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 | 0.49% | 2.00 CHF | 2.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,026,700 CHF | 1,031,700 CHF | 99.96% | 99.96% |
11/04/2025 | 0.53% | 1.89 CHF | 1.90 CHF | 500,000 | 500,000 | 499,992 | 499,957 | 946,797 CHF | 951,727 CHF | 99.65% | 99.65% |
10/04/2025 | 0.51% | 1.89 CHF | 1.90 CHF | 500,000 | 500,000 | 500,000 | 499,964 | 981,483 CHF | 986,408 CHF | 99.77% | 99.77% |
09/04/2025 | 0.59% | 1.63 CHF | 1.64 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 841,501 CHF | 846,501 CHF | 97.18% | 97.18% |
08/04/2025 | 0.48% | 2.05 CHF | 2.06 CHF | 500,000 | 500,000 | 499,321 | 499,321 | 1,037,310 CHF | 1,042,310 CHF | 99.15% | 99.15% |
07/04/2025 | 0.49% | 2.05 CHF | 2.06 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,013,530 CHF | 1,018,530 CHF | 98.52% | 98.52% |
04/04/2025 | 0.45% | 2.24 CHF | 2.25 CHF | 500,000 | 500,000 | 498,707 | 498,707 | 1,114,220 CHF | 1,119,220 CHF | 99.44% | 99.44% |
03/04/2025 | 0.37% | 2.53 CHF | 2.54 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,338,960 CHF | 1,343,960 CHF | 97.90% | 97.90% |
02/04/2025 | 0.33% | 3.02 CHF | 3.03 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,506,250 CHF | 1,511,250 CHF | 99.78% | 99.78% |
01/04/2025 | 0.33% | 3.07 CHF | 3.08 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,530,160 CHF | 1,535,160 CHF | 100.00% | 100.00% |