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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/04/2025 | 0.96% | 102.89 % | 103.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,787 CHF | 525,787 CHF | 53.93% | 53.93% |
14/04/2025 | 0.96% | 104.17 % | 105.17 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,387 CHF | 525,387 CHF | 99.99% | 99.99% |
11/04/2025 | 0.96% | 103.60 % | 104.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,473 CHF | 522,473 CHF | 86.30% | 86.30% |
10/04/2025 | 0.96% | 103.39 % | 104.39 % | 500,000 | 500,000 | 500,000 | 499,921 | 518,055 CHF | 522,972 CHF | 97.88% | 97.88% |
09/04/2025 | 0.97% | 102.78 % | 103.78 % | 500,000 | 500,000 | 500,000 | 499,992 | 513,759 CHF | 518,751 CHF | 99.45% | 99.45% |
08/04/2025 | 0.96% | 103.79 % | 104.79 % | 500,000 | 500,000 | 499,897 | 500,000 | 518,043 CHF | 523,149 CHF | 99.99% | 99.99% |
07/04/2025 | 0.96% | 104.51 % | 105.51 % | 500,000 | 500,000 | 499,874 | 500,000 | 515,914 CHF | 521,045 CHF | 85.61% | 85.61% |
04/04/2025 | 0.95% | 104.32 % | 105.32 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,768 CHF | 528,768 CHF | 97.70% | 97.70% |
03/04/2025 | 0.94% | 105.95 % | 106.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,674 CHF | 535,674 CHF | 99.96% | 99.96% |
02/04/2025 | 0.93% | 106.75 % | 107.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,432 CHF | 539,432 CHF | 99.98% | 99.98% |