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 | 3.07% | 0.30 CHF | 0.31 CHF | 380,000 | 380,000 | 379,821 | 379,821 | 121,928 CHF | 125,728 CHF | 100.00% | 100.00% |
11/04/2025 | 2.32% | 0.46 CHF | 0.47 CHF | 380,000 | 380,000 | 401,641 | 401,641 | 170,840 CHF | 174,856 CHF | 99.63% | 99.63% |
10/04/2025 | 3.16% | 0.37 CHF | 0.38 CHF | 250,000 | 250,000 | 245,617 | 245,617 | 90,171 CHF | 92,715 CHF | 99.95% | 99.95% |
09/04/2025 | 2.49% | 0.58 CHF | 0.59 CHF | 250,000 | 250,000 | 229,935 | 229,935 | 123,478 CHF | 125,920 CHF | 97.60% | 97.60% |
08/04/2025 | 2.55% | 0.38 CHF | 0.39 CHF | 250,000 | 250,000 | 248,992 | 248,992 | 97,621 CHF | 100,122 CHF | 99.71% | 99.71% |
07/04/2025 | 5.25% | 0.45 CHF | 0.50 CHF | 25,000 | 25,000 | 198,643 | 198,643 | 108,587 CHF | 112,488 CHF | 96.14% | 96.14% |
04/04/2025 | 6.71% | 0.33 CHF | 0.35 CHF | 1,000,000 | 1,000,000 | 831,106 | 831,106 | 258,418 CHF | 272,465 CHF | 96.16% | 96.16% |
03/04/2025 | 6.46% | 0.22 CHF | 0.23 CHF | 1,000,000 | 1,000,000 | 955,305 | 955,305 | 190,623 CHF | 200,474 CHF | 93.93% | 93.93% |
02/04/2025 | 5.47% | 0.17 CHF | 0.18 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 177,934 CHF | 187,934 CHF | 98.22% | 98.22% |
01/04/2025 | 5.81% | 0.16 CHF | 0.17 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 167,121 CHF | 177,121 CHF | 97.16% | 97.16% |