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 | 47.37% | 0.04 CHF | 0.07 CHF | 500,000 | 100,000 | 495,337 | 85,602 | 23,362 CHF | 6,124 CHF | 81.61% | 81.61% |
09/04/2025 | 58.68% | 0.05 CHF | 0.08 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 20,929 CHF | 1,889 CHF | 68.52% | 68.52% |
08/04/2025 | 35.37% | 0.07 CHF | 0.10 CHF | 500,000 | 50,000 | 500,000 | 37,067 | 31,957 CHF | 3,418 CHF | 85.11% | 85.11% |
07/04/2025 | 47.27% | 0.06 CHF | 0.11 CHF | 500,000 | 10,000 | 498,375 | 14,329 | 35,942 CHF | 1,571 CHF | 55.50% | 55.50% |
04/04/2025 | 15.49% | 0.16 CHF | 0.19 CHF | 320,000 | 50,000 | 295,591 | 37,006 | 50,807 CHF | 7,735 CHF | 67.41% | 67.41% |
03/04/2025 | 10.21% | 0.26 CHF | 0.29 CHF | 200,000 | 25,000 | 182,027 | 35,896 | 51,154 CHF | 11,192 CHF | 92.65% | 92.65% |
02/04/2025 | 2.90% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 141,458 | 100,000 | 51,589 CHF | 37,571 CHF | 91.97% | 91.97% |
01/04/2025 | 2.26% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 110,694 | 100,000 | 52,527 CHF | 48,626 CHF | 95.09% | 95.09% |
31/03/2025 | 2.37% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 112,303 | 100,000 | 52,245 CHF | 47,726 CHF | 94.49% | 94.49% |
28/03/2025 | 2.11% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,238 | 100,000 | 52,063 CHF | 53,051 CHF | 99.74% | 99.74% |