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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/04/2025 | 0.12% | 8.42 CHF | 8.43 CHF | 115,000 | 115,000 | 114,570 | 114,570 | 958,160 CHF | 959,310 CHF | 99.97% | 99.97% |
11/04/2025 | 0.13% | 7.55 CHF | 7.56 CHF | 115,000 | 115,000 | 121,118 | 121,118 | 918,711 CHF | 919,922 CHF | 98.15% | 98.15% |
10/04/2025 | 0.14% | 8.13 CHF | 8.14 CHF | 80,000 | 80,000 | 78,606 | 78,606 | 643,808 CHF | 644,622 CHF | 99.06% | 99.06% |
09/04/2025 | 0.21% | 6.66 CHF | 6.67 CHF | 75,000 | 75,000 | 69,520 | 69,520 | 459,537 CHF | 460,271 CHF | 95.30% | 95.30% |
08/04/2025 | 0.14% | 7.43 CHF | 7.44 CHF | 80,000 | 80,000 | 79,645 | 79,645 | 579,521 CHF | 580,322 CHF | 98.77% | 98.77% |
07/04/2025 | 0.54% | 7.11 CHF | 7.16 CHF | 7,500 | 7,500 | 60,348 | 60,348 | 403,022 CHF | 404,396 CHF | 92.16% | 92.16% |
04/04/2025 | 0.27% | 8.36 CHF | 8.38 CHF | 275,000 | 275,000 | 230,402 | 230,402 | 2,008,000 CHF | 2,011,880 CHF | 93.80% | 93.80% |
03/04/2025 | 0.13% | 9.96 CHF | 9.97 CHF | 270,000 | 270,000 | 257,966 | 257,966 | 2,650,900 CHF | 2,653,560 CHF | 93.52% | 93.52% |
02/04/2025 | 0.09% | 11.05 CHF | 11.06 CHF | 265,000 | 265,000 | 265,000 | 265,000 | 2,893,210 CHF | 2,895,860 CHF | 98.17% | 98.17% |
01/04/2025 | 0.09% | 11.43 CHF | 11.44 CHF | 270,000 | 270,000 | 270,000 | 270,000 | 3,010,840 CHF | 3,013,540 CHF | 97.10% | 97.10% |