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 | 0.19% | 5.37 CHF | 5.38 CHF | 270,000 | 270,000 | 270,000 | 270,000 | 1,438,120 CHF | 1,440,820 CHF | 99.97% | 99.97% |
11/04/2025 | 0.21% | 4.69 CHF | 4.70 CHF | 260,000 | 260,000 | 276,181 | 276,181 | 1,296,370 CHF | 1,299,130 CHF | 99.15% | 99.15% |
10/04/2025 | 0.22% | 5.14 CHF | 5.15 CHF | 200,000 | 200,000 | 196,468 | 196,468 | 1,017,670 CHF | 1,019,700 CHF | 99.00% | 99.00% |
09/04/2025 | 0.35% | 3.95 CHF | 3.96 CHF | 180,000 | 180,000 | 166,864 | 166,864 | 648,500 CHF | 650,262 CHF | 95.56% | 95.56% |
08/04/2025 | 0.23% | 4.52 CHF | 4.53 CHF | 190,000 | 190,000 | 189,258 | 189,258 | 828,167 CHF | 830,068 CHF | 99.12% | 99.12% |
07/04/2025 | 1.01% | 4.20 CHF | 4.25 CHF | 17,000 | 17,000 | 136,325 | 136,325 | 537,490 CHF | 540,940 CHF | 92.05% | 92.05% |
04/04/2025 | 0.42% | 5.31 CHF | 5.33 CHF | 610,000 | 610,000 | 511,241 | 511,241 | 2,878,390 CHF | 2,886,970 CHF | 93.55% | 93.55% |
03/04/2025 | 0.19% | 6.69 CHF | 6.70 CHF | 580,000 | 580,000 | 554,043 | 554,043 | 3,853,580 CHF | 3,859,290 CHF | 93.56% | 93.56% |
02/04/2025 | 0.13% | 7.65 CHF | 7.66 CHF | 570,000 | 570,000 | 570,000 | 570,000 | 4,292,190 CHF | 4,297,890 CHF | 98.14% | 98.14% |
01/04/2025 | 0.13% | 8.00 CHF | 8.01 CHF | 580,000 | 580,000 | 580,000 | 580,000 | 4,494,200 CHF | 4,500,000 CHF | 97.07% | 97.07% |