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 | 0.17% | 5.95 CHF | 5.96 CHF | 260,000 | 260,000 | 259,894 | 259,894 | 1,534,400 CHF | 1,537,000 CHF | 99.95% | 99.95% |
11/04/2025 | 0.19% | 5.23 CHF | 5.24 CHF | 250,000 | 250,000 | 264,367 | 264,367 | 1,385,000 CHF | 1,387,640 CHF | 98.99% | 98.99% |
10/04/2025 | 0.20% | 5.71 CHF | 5.72 CHF | 190,000 | 190,000 | 186,658 | 186,658 | 1,073,440 CHF | 1,075,380 CHF | 99.41% | 99.41% |
09/04/2025 | 0.31% | 4.45 CHF | 4.46 CHF | 170,000 | 170,000 | 157,583 | 157,583 | 692,249 CHF | 693,914 CHF | 94.94% | 94.94% |
08/04/2025 | 0.21% | 5.06 CHF | 5.07 CHF | 180,000 | 180,000 | 179,276 | 179,276 | 881,753 CHF | 883,554 CHF | 98.99% | 98.99% |
07/04/2025 | 0.88% | 4.79 CHF | 4.84 CHF | 17,000 | 17,000 | 136,224 | 136,224 | 605,858 CHF | 609,251 CHF | 92.03% | 92.03% |
04/04/2025 | 0.38% | 5.88 CHF | 5.90 CHF | 590,000 | 590,000 | 493,579 | 493,579 | 3,068,670 CHF | 3,076,950 CHF | 93.15% | 93.15% |
03/04/2025 | 0.17% | 7.32 CHF | 7.33 CHF | 570,000 | 570,000 | 544,089 | 544,089 | 4,133,080 CHF | 4,138,690 CHF | 93.67% | 93.67% |
02/04/2025 | 0.12% | 8.31 CHF | 8.32 CHF | 560,000 | 560,000 | 560,000 | 560,000 | 4,584,900 CHF | 4,590,500 CHF | 98.17% | 98.17% |
01/04/2025 | 0.12% | 8.67 CHF | 8.68 CHF | 570,000 | 570,000 | 570,000 | 570,000 | 4,793,490 CHF | 4,799,190 CHF | 97.08% | 97.08% |