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 | 6.12% | 0.14 CHF | 0.15 CHF | 380,000 | 380,000 | 379,802 | 379,802 | 60,311 CHF | 64,111 CHF | 99.98% | 99.98% |
11/04/2025 | 4.47% | 0.24 CHF | 0.25 CHF | 380,000 | 380,000 | 401,638 | 401,638 | 87,715 CHF | 91,731 CHF | 99.64% | 99.64% |
10/04/2025 | 5.68% | 0.19 CHF | 0.20 CHF | 250,000 | 250,000 | 245,616 | 245,616 | 49,294 CHF | 51,838 CHF | 99.92% | 99.92% |
09/04/2025 | 4.60% | 0.31 CHF | 0.32 CHF | 250,000 | 250,000 | 229,932 | 229,932 | 65,515 CHF | 67,957 CHF | 97.68% | 97.68% |
08/04/2025 | 4.95% | 0.19 CHF | 0.20 CHF | 250,000 | 250,000 | 248,993 | 248,993 | 49,649 CHF | 52,150 CHF | 99.80% | 99.80% |
07/04/2025 | 9.04% | 0.21 CHF | 0.26 CHF | 25,000 | 25,000 | 198,448 | 198,448 | 53,904 CHF | 57,288 CHF | 96.38% | 96.38% |
04/04/2025 | 13.21% | 0.16 CHF | 0.18 CHF | 1,000,000 | 1,000,000 | 831,467 | 831,467 | 126,469 CHF | 140,511 CHF | 95.90% | 95.90% |
03/04/2025 | 13.02% | 0.10 CHF | 0.11 CHF | 1,000,000 | 1,000,000 | 955,542 | 955,542 | 91,857 CHF | 101,709 CHF | 93.98% | 93.98% |
02/04/2025 | 10.81% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 87,555 CHF | 97,555 CHF | 98.20% | 98.20% |
01/04/2025 | 11.46% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 82,311 CHF | 92,311 CHF | 97.18% | 97.18% |