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% | 97.80 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,259 CHF | 492,259 CHF | 99.98% | 99.98% |
15/04/2025 | 1.03% | 97.10 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,486 CHF | 489,486 CHF | 99.99% | 99.99% |
14/04/2025 | 0.95% | 96.70 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,674 CHF | 487,280 CHF | 99.89% | 99.89% |
11/04/2025 | 1.15% | 95.70 % | 96.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,771 CHF | 484,321 CHF | 99.74% | 99.74% |
10/04/2025 | 2.11% | 96.20 % | 97.51 % | 250,000 | 250,000 | 134,882 | 134,882 | 129,617 CHF | 132,070 CHF | 99.95% | 99.95% |
09/04/2025 | 3.12% | 94.03 % | 96.00 % | 100,000 | 10,000 | 112,324 | 11,232 | 104,856 CHF | 10,823 CHF | 98.79% | 98.79% |
08/04/2025 | 2.60% | 95.72 % | 98.28 % | 250,000 | 25,000 | 247,207 | 24,721 | 234,906 CHF | 24,109 CHF | 98.35% | 98.35% |
07/04/2025 | 4.18% | 94.66 % | 99.09 % | 200,000 | 20,000 | 164,427 | 16,443 | 154,415 CHF | 16,119 CHF | 98.23% | 98.23% |
04/04/2025 | 0.95% | 99.11 % | 100.31 % | 300,000 | 30,000 | 423,956 | 42,396 | 421,943 CHF | 42,578 CHF | 98.26% | 98.26% |
03/04/2025 | 0.80% | 99.80 % | 100.60 % | 500,000 | 50,000 | 500,000 | 50,000 | 499,039 CHF | 50,304 CHF | 94.76% | 94.76% |