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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/04/2025 | 0.82% | 97.00 % | 97.80 % | 500,000 | 500,000 | 499,952 | 499,952 | 484,880 CHF | 488,880 CHF | 99.99% | 99.99% |
15/04/2025 | 0.82% | 96.80 % | 97.60 % | 500,000 | 500,000 | 499,895 | 499,895 | 483,627 CHF | 487,627 CHF | 100.00% | 100.00% |
14/04/2025 | 0.94% | 96.60 % | 97.40 % | 500,000 | 500,000 | 498,698 | 498,698 | 481,408 CHF | 485,962 CHF | 99.89% | 99.89% |
11/04/2025 | 1.11% | 96.30 % | 97.38 % | 500,000 | 500,000 | 499,824 | 499,824 | 481,888 CHF | 487,286 CHF | 99.81% | 99.81% |
10/04/2025 | 2.13% | 95.10 % | 96.41 % | 250,000 | 250,000 | 134,871 | 134,871 | 128,227 CHF | 130,681 CHF | 99.99% | 99.99% |
09/04/2025 | 3.13% | 93.53 % | 95.50 % | 100,000 | 100,000 | 112,333 | 112,333 | 104,098 CHF | 107,464 CHF | 98.78% | 98.78% |
08/04/2025 | 2.61% | 95.02 % | 97.58 % | 250,000 | 250,000 | 247,188 | 247,188 | 233,449 CHF | 239,625 CHF | 98.40% | 98.40% |
07/04/2025 | 4.19% | 93.78 % | 98.18 % | 200,000 | 200,000 | 164,470 | 164,470 | 152,753 CHF | 159,481 CHF | 98.30% | 98.30% |
04/04/2025 | 1.24% | 98.41 % | 99.60 % | 300,000 | 300,000 | 305,428 | 305,428 | 301,460 CHF | 304,565 CHF | 98.24% | 98.24% |
03/04/2025 | 0.81% | 99.20 % | 100.00 % | 500,000 | 500,000 | 499,387 | 499,387 | 495,140 CHF | 499,136 CHF | 94.78% | 94.78% |