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 | 2.76% | 0.33 CHF | 0.34 CHF | 380,000 | 380,000 | 378,577 | 378,577 | 136,383 CHF | 140,183 CHF | 99.99% | 99.99% |
11/04/2025 | 2.08% | 0.51 CHF | 0.52 CHF | 380,000 | 380,000 | 401,575 | 401,575 | 190,971 CHF | 194,986 CHF | 99.81% | 99.81% |
10/04/2025 | 2.85% | 0.41 CHF | 0.42 CHF | 250,000 | 250,000 | 245,608 | 245,608 | 100,064 CHF | 102,608 CHF | 99.90% | 99.90% |
09/04/2025 | 2.23% | 0.65 CHF | 0.66 CHF | 250,000 | 250,000 | 230,128 | 230,128 | 138,278 CHF | 140,721 CHF | 97.78% | 97.78% |
08/04/2025 | 2.28% | 0.42 CHF | 0.43 CHF | 250,000 | 250,000 | 248,903 | 248,903 | 109,527 CHF | 112,028 CHF | 99.89% | 99.89% |
07/04/2025 | 4.72% | 0.51 CHF | 0.56 CHF | 25,000 | 25,000 | 198,778 | 198,778 | 124,113 CHF | 128,103 CHF | 96.10% | 96.10% |
04/04/2025 | 5.94% | 0.38 CHF | 0.40 CHF | 1,000,000 | 1,000,000 | 830,481 | 830,481 | 294,826 CHF | 308,870 CHF | 96.22% | 96.22% |
03/04/2025 | 5.77% | 0.25 CHF | 0.26 CHF | 1,000,000 | 1,000,000 | 955,155 | 955,155 | 214,097 CHF | 223,947 CHF | 94.01% | 94.01% |
02/04/2025 | 4.91% | 0.19 CHF | 0.20 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 199,003 CHF | 209,003 CHF | 98.23% | 98.23% |
01/04/2025 | 5.21% | 0.18 CHF | 0.19 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 186,955 CHF | 196,955 CHF | 97.16% | 97.16% |