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 | 2.89% | 0.81 CHF | 0.83 CHF | 70,000 | 20,000 | 59,515 | 16,929 | 55,757 CHF | 16,039 CHF | 90.73% | 90.73% |
09/04/2025 | 4.68% | 0.57 CHF | 0.60 CHF | 90,000 | 5,000 | 84,878 | 5,000 | 52,915 CHF | 3,275 CHF | 94.88% | 94.88% |
08/04/2025 | 3.29% | 0.84 CHF | 0.87 CHF | 60,000 | 10,000 | 73,649 | 8,840 | 53,492 CHF | 6,781 CHF | 95.16% | 95.16% |
07/04/2025 | 8.07% | 0.59 CHF | 0.64 CHF | 90,000 | 2,000 | 111,321 | 2,855 | 51,099 CHF | 1,428 CHF | 54.57% | 54.57% |
04/04/2025 | 2.74% | 0.85 CHF | 0.87 CHF | 60,000 | 10,000 | 57,910 | 8,493 | 54,652 CHF | 8,398 CHF | 88.51% | 88.51% |
03/04/2025 | 1.89% | 1.39 CHF | 1.42 CHF | 40,000 | 5,000 | 40,000 | 7,821 | 57,969 CHF | 11,605 CHF | 97.43% | 97.43% |
02/04/2025 | 0.60% | 1.70 CHF | 1.71 CHF | 30,000 | 25,000 | 32,900 | 25,000 | 55,048 CHF | 42,132 CHF | 99.74% | 99.74% |
01/04/2025 | 0.53% | 1.78 CHF | 1.79 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 56,491 CHF | 47,326 CHF | 98.95% | 98.95% |
31/03/2025 | 0.52% | 1.89 CHF | 1.90 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 57,257 CHF | 47,965 CHF | 98.22% | 98.22% |
28/03/2025 | 0.49% | 2.05 CHF | 2.06 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 61,119 CHF | 51,182 CHF | 99.19% | 99.19% |