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 | 2.23% | 0.41 CHF | 0.42 CHF | 380,000 | 380,000 | 379,800 | 379,800 | 168,482 CHF | 172,282 CHF | 100.00% | 100.00% |
11/04/2025 | 1.69% | 0.62 CHF | 0.63 CHF | 380,000 | 380,000 | 401,565 | 401,565 | 234,979 CHF | 238,994 CHF | 99.85% | 99.85% |
10/04/2025 | 2.43% | 0.50 CHF | 0.51 CHF | 250,000 | 250,000 | 245,601 | 245,601 | 118,599 CHF | 121,143 CHF | 99.74% | 99.74% |
09/04/2025 | 1.82% | 0.78 CHF | 0.79 CHF | 250,000 | 250,000 | 231,220 | 231,220 | 167,134 CHF | 169,581 CHF | 97.20% | 97.20% |
08/04/2025 | 1.91% | 0.50 CHF | 0.51 CHF | 250,000 | 250,000 | 248,994 | 248,994 | 130,583 CHF | 133,084 CHF | 99.89% | 99.89% |
07/04/2025 | 4.13% | 0.62 CHF | 0.67 CHF | 25,000 | 25,000 | 198,789 | 198,789 | 150,134 CHF | 154,346 CHF | 95.89% | 95.89% |
04/04/2025 | 4.99% | 0.45 CHF | 0.47 CHF | 1,000,000 | 1,000,000 | 830,319 | 830,319 | 350,601 CHF | 364,639 CHF | 96.17% | 96.17% |
03/04/2025 | 4.94% | 0.29 CHF | 0.30 CHF | 1,000,000 | 1,000,000 | 955,043 | 955,043 | 251,535 CHF | 261,386 CHF | 94.07% | 94.07% |
02/04/2025 | 4.27% | 0.22 CHF | 0.23 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 229,508 CHF | 239,508 CHF | 98.18% | 98.18% |
01/04/2025 | 4.57% | 0.20 CHF | 0.21 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 214,004 CHF | 224,004 CHF | 97.18% | 97.18% |