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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/04/2025 | 1.51% | 0.62 CHF | 0.63 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 131,830 CHF | 133,830 CHF | 90.40% | 90.40% |
09/04/2025 | 2.00% | 0.51 CHF | 0.52 CHF | 200,000 | 200,000 | 431,758 | 431,758 | 214,257 CHF | 218,583 CHF | 79.30% | 79.30% |
08/04/2025 | 4.23% | 0.71 CHF | 0.74 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 175,188 CHF | 182,688 CHF | 91.08% | 91.08% |
07/04/2025 | 4.94% | 0.59 CHF | 0.66 CHF | 50,000 | 50,000 | 245,358 | 245,358 | 150,101 CHF | 157,506 CHF | 60.32% | 66.19% |
04/04/2025 | 1.04% | 0.87 CHF | 0.88 CHF | 115,000 | 115,000 | 112,769 | 112,769 | 114,835 CHF | 115,985 CHF | 91.14% | 91.14% |
03/04/2025 | 0.69% | 1.39 CHF | 1.40 CHF | 97,500 | 97,500 | 97,500 | 97,500 | 141,741 CHF | 142,716 CHF | 95.99% | 95.99% |
02/04/2025 | 0.57% | 1.73 CHF | 1.74 CHF | 92,500 | 92,500 | 92,500 | 92,500 | 162,642 CHF | 163,567 CHF | 99.88% | 99.88% |
01/04/2025 | 0.52% | 1.89 CHF | 1.90 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 181,956 CHF | 182,906 CHF | 99.28% | 99.28% |
31/03/2025 | 0.54% | 1.79 CHF | 1.80 CHF | 87,500 | 87,500 | 87,500 | 87,500 | 162,189 CHF | 163,064 CHF | 99.22% | 99.22% |
28/03/2025 | 0.47% | 2.14 CHF | 2.15 CHF | 87,500 | 87,500 | 87,500 | 87,500 | 185,281 CHF | 186,156 CHF | 99.74% | 99.74% |