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 | 5.44% | 0.16 CHF | 0.17 CHF | 380,000 | 380,000 | 379,832 | 379,832 | 68,105 CHF | 71,905 CHF | 99.99% | 99.99% |
11/04/2025 | 4.00% | 0.27 CHF | 0.28 CHF | 380,000 | 380,000 | 401,601 | 401,601 | 98,131 CHF | 102,147 CHF | 99.76% | 99.76% |
10/04/2025 | 5.16% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 245,615 | 245,615 | 54,438 CHF | 56,982 CHF | 99.91% | 99.91% |
09/04/2025 | 4.16% | 0.34 CHF | 0.35 CHF | 250,000 | 250,000 | 230,174 | 230,174 | 72,526 CHF | 74,969 CHF | 97.64% | 97.64% |
08/04/2025 | 4.44% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 248,993 | 248,993 | 55,513 CHF | 58,014 CHF | 99.77% | 99.77% |
07/04/2025 | 8.24% | 0.24 CHF | 0.29 CHF | 25,000 | 25,000 | 198,515 | 198,515 | 60,494 CHF | 63,946 CHF | 96.44% | 96.44% |
04/04/2025 | 11.80% | 0.18 CHF | 0.20 CHF | 1,000,000 | 1,000,000 | 831,508 | 831,508 | 142,778 CHF | 156,827 CHF | 95.99% | 95.99% |
03/04/2025 | 11.54% | 0.12 CHF | 0.13 CHF | 1,000,000 | 1,000,000 | 954,973 | 954,973 | 104,418 CHF | 114,270 CHF | 93.97% | 93.97% |
02/04/2025 | 9.60% | 0.09 CHF | 0.10 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 99,207 CHF | 109,207 CHF | 98.23% | 98.23% |
01/04/2025 | 10.17% | 0.09 CHF | 0.10 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 93,379 CHF | 103,379 CHF | 97.40% | 97.40% |