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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/04/2025 | 1.70% | 1.50 CHF | 1.52 CHF | 40,000 | 20,000 | 38,324 | 17,127 | 62,106 CHF | 27,984 CHF | 92.08% | 92.08% |
09/04/2025 | 2.26% | 1.25 CHF | 1.28 CHF | 40,000 | 5,000 | 40,109 | 5,000 | 52,545 CHF | 6,701 CHF | 93.91% | 93.91% |
08/04/2025 | 1.70% | 1.53 CHF | 1.55 CHF | 40,000 | 10,000 | 40,000 | 8,831 | 56,855 CHF | 12,837 CHF | 94.85% | 94.85% |
07/04/2025 | 3.35% | 1.28 CHF | 1.32 CHF | 40,000 | 2,000 | 49,603 | 3,054 | 56,365 CHF | 3,585 CHF | 75.40% | 75.40% |
04/04/2025 | 1.60% | 1.53 CHF | 1.55 CHF | 40,000 | 10,000 | 35,760 | 8,487 | 58,290 CHF | 14,189 CHF | 89.03% | 89.03% |
03/04/2025 | 1.29% | 2.07 CHF | 2.10 CHF | 30,000 | 5,000 | 30,000 | 7,811 | 63,965 CHF | 16,925 CHF | 97.08% | 97.08% |
02/04/2025 | 0.42% | 2.39 CHF | 2.40 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 70,757 CHF | 59,214 CHF | 99.27% | 99.27% |
01/04/2025 | 0.39% | 2.47 CHF | 2.48 CHF | 30,000 | 25,000 | 25,939 | 25,000 | 66,410 CHF | 64,374 CHF | 99.02% | 99.02% |
31/03/2025 | 0.39% | 2.57 CHF | 2.58 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 64,763 CHF | 65,013 CHF | 98.35% | 98.35% |
28/03/2025 | 0.37% | 2.73 CHF | 2.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 67,969 CHF | 68,219 CHF | 99.59% | 99.59% |