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 |
---|---|---|---|---|---|---|---|---|---|---|---|
04/04/2025 | 0.58% | 1.76 CHF | 1.77 CHF | 500,000 | 500,000 | 498,800 | 498,800 | 872,508 CHF | 877,508 CHF | 99.24% | 99.24% |
03/04/2025 | 0.74% | 1.47 CHF | 1.48 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 674,405 CHF | 679,405 CHF | 97.73% | 97.73% |
02/04/2025 | 0.89% | 1.11 CHF | 1.12 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 558,325 CHF | 563,325 CHF | 99.77% | 99.77% |
01/04/2025 | 0.93% | 1.05 CHF | 1.06 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 532,643 CHF | 537,643 CHF | 99.99% | 99.99% |
31/03/2025 | 0.83% | 1.12 CHF | 1.13 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 603,010 CHF | 608,010 CHF | 99.97% | 99.97% |
28/03/2025 | 0.82% | 1.27 CHF | 1.28 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 609,087 CHF | 614,087 CHF | 100.00% | 100.00% |
27/03/2025 | 0.81% | 1.22 CHF | 1.23 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 617,829 CHF | 622,829 CHF | 100.00% | 100.00% |
26/03/2025 | 0.81% | 1.22 CHF | 1.23 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 614,682 CHF | 619,682 CHF | 100.00% | 100.00% |
25/03/2025 | 0.79% | 1.32 CHF | 1.33 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 627,845 CHF | 632,845 CHF | 99.34% | 99.34% |
24/03/2025 | 0.75% | 1.28 CHF | 1.29 CHF | 500,000 | 500,000 | 499,697 | 499,697 | 663,732 CHF | 668,732 CHF | 100.00% | 100.00% |