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 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,060 CHF | 496,060 CHF | 100.00% | 100.00% |
15/04/2025 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,126 CHF | 500,126 CHF | 100.00% | 100.00% |
14/04/2025 | 0.91% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,632 CHF | 499,159 CHF | 99.89% | 99.89% |
11/04/2025 | 1.07% | 98.20 % | 99.26 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,712 CHF | 498,012 CHF | 99.75% | 99.75% |
10/04/2025 | 2.01% | 98.40 % | 99.65 % | 250,000 | 250,000 | 134,976 | 134,976 | 132,220 CHF | 134,598 CHF | 99.84% | 99.84% |
09/04/2025 | 3.08% | 96.22 % | 98.20 % | 100,000 | 10,000 | 112,280 | 11,228 | 107,824 CHF | 11,125 CHF | 98.74% | 98.74% |
08/04/2025 | 2.56% | 98.31 % | 100.91 % | 250,000 | 25,000 | 247,561 | 24,756 | 241,747 CHF | 24,802 CHF | 98.26% | 98.26% |
07/04/2025 | 4.13% | 97.31 % | 101.81 % | 200,000 | 20,000 | 163,434 | 16,343 | 157,943 CHF | 16,481 CHF | 99.11% | 99.11% |
04/04/2025 | 0.94% | 100.80 % | 102.01 % | 300,000 | 30,000 | 423,777 | 42,378 | 427,791 CHF | 43,164 CHF | 98.22% | 98.22% |
03/04/2025 | 0.79% | 101.00 % | 101.80 % | 500,000 | 50,000 | 500,000 | 50,000 | 505,000 CHF | 50,900 CHF | 94.60% | 94.60% |