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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/04/2025 | 1.58% | 1.61 CHF | 1.63 CHF | 40,000 | 10,000 | 39,584 | 8,840 | 59,642 CHF | 13,617 CHF | 94.38% | 94.38% |
07/04/2025 | 3.09% | 1.37 CHF | 1.41 CHF | 40,000 | 2,000 | 47,252 | 3,033 | 57,635 CHF | 3,820 CHF | 75.22% | 75.22% |
04/04/2025 | 1.50% | 1.62 CHF | 1.64 CHF | 40,000 | 10,000 | 33,575 | 8,493 | 57,794 CHF | 14,964 CHF | 87.65% | 87.65% |
03/04/2025 | 1.23% | 2.16 CHF | 2.19 CHF | 30,000 | 5,000 | 30,000 | 7,820 | 66,781 CHF | 17,679 CHF | 96.95% | 96.95% |
02/04/2025 | 0.41% | 2.48 CHF | 2.49 CHF | 30,000 | 25,000 | 29,761 | 25,000 | 73,008 CHF | 61,589 CHF | 99.42% | 99.42% |
01/04/2025 | 0.37% | 2.56 CHF | 2.57 CHF | 25,000 | 25,000 | 25,200 | 25,000 | 67,084 CHF | 66,836 CHF | 97.41% | 97.41% |
31/03/2025 | 0.38% | 2.67 CHF | 2.68 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 67,190 CHF | 67,445 CHF | 97.03% | 97.03% |
28/03/2025 | 0.35% | 2.82 CHF | 2.83 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 70,400 CHF | 70,650 CHF | 99.81% | 99.81% |
27/03/2025 | 0.40% | 2.79 CHF | 2.80 CHF | 25,000 | 25,000 | 27,889 | 25,000 | 69,938 CHF | 63,317 CHF | 99.99% | 99.99% |
26/03/2025 | 0.44% | 2.36 CHF | 2.37 CHF | 30,000 | 25,000 | 28,577 | 23,984 | 68,834 CHF | 58,027 CHF | 99.98% | 99.98% |