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 | 1.26% | 0.82 CHF | 0.83 CHF | 310,000 | 310,000 | 306,601 | 306,601 | 242,772 CHF | 245,838 CHF | 99.34% | 99.34% |
09/04/2025 | 1.11% | 0.88 CHF | 0.89 CHF | 320,000 | 320,000 | 319,817 | 319,817 | 285,546 CHF | 288,744 CHF | 99.48% | 99.48% |
08/04/2025 | 1.34% | 0.73 CHF | 0.74 CHF | 300,000 | 300,000 | 299,744 | 299,744 | 223,556 CHF | 226,556 CHF | 99.80% | 99.80% |
07/04/2025 | 1.28% | 0.78 CHF | 0.79 CHF | 300,000 | 300,000 | 304,178 | 304,178 | 237,296 CHF | 240,338 CHF | 92.57% | 99.15% |
04/04/2025 | 5.16% | 0.63 CHF | 0.66 CHF | 145,000 | 145,000 | 165,594 | 165,594 | 93,593 CHF | 96,693 CHF | 99.65% | 99.65% |
03/04/2025 | 2.20% | 0.47 CHF | 0.48 CHF | 270,000 | 270,000 | 270,000 | 270,000 | 121,671 CHF | 124,371 CHF | 97.15% | 97.15% |
02/04/2025 | 2.50% | 0.40 CHF | 0.41 CHF | 260,000 | 260,000 | 260,000 | 260,000 | 102,782 CHF | 105,382 CHF | 100.00% | 100.00% |
01/04/2025 | 3.03% | 0.33 CHF | 0.34 CHF | 260,000 | 260,000 | 259,214 | 259,214 | 84,339 CHF | 86,931 CHF | 99.99% | 99.99% |
31/03/2025 | 2.97% | 0.35 CHF | 0.36 CHF | 260,000 | 260,000 | 259,127 | 259,127 | 86,005 CHF | 88,596 CHF | 99.99% | 99.99% |
28/03/2025 | 3.29% | 0.29 CHF | 0.30 CHF | 250,000 | 250,000 | 250,026 | 250,026 | 74,689 CHF | 77,189 CHF | 99.91% | 99.91% |