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 | 77.91% | 0.01 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 44,074 | 15,799 CHF | 1,675 CHF | 4.56% | 78.26% |
09/04/2025 | 108.30% | 0.01 CHF | 0.04 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 6,706 CHF | 1,085 CHF | 17.45% | 69.64% |
08/04/2025 | 108.13% | 0.01 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 40,727 | 5,562 CHF | 1,526 CHF | 64.02% | 84.30% |
07/04/2025 | 109.55% | 0.01 CHF | 0.05 CHF | 500,000 | 10,000 | 500,000 | 13,227 | 9,624 CHF | 750 CHF | 31.85% | 50.49% |
04/04/2025 | 40.34% | 0.06 CHF | 0.08 CHF | 500,000 | 50,000 | 500,000 | 37,006 | 29,179 CHF | 3,274 CHF | 67.57% | 67.57% |
03/04/2025 | 26.50% | 0.09 CHF | 0.12 CHF | 500,000 | 25,000 | 491,166 | 35,922 | 49,336 CHF | 4,699 CHF | 93.31% | 93.31% |
02/04/2025 | 6.98% | 0.15 CHF | 0.16 CHF | 340,000 | 100,000 | 346,866 | 100,000 | 50,787 CHF | 15,721 CHF | 91.76% | 91.76% |
01/04/2025 | 5.35% | 0.19 CHF | 0.20 CHF | 270,000 | 100,000 | 248,914 | 100,000 | 50,483 CHF | 21,467 CHF | 95.65% | 95.65% |
31/03/2025 | 5.36% | 0.19 CHF | 0.20 CHF | 270,000 | 100,000 | 251,963 | 100,000 | 50,542 CHF | 21,227 CHF | 94.92% | 94.92% |
28/03/2025 | 4.66% | 0.25 CHF | 0.26 CHF | 200,000 | 100,000 | 221,495 | 100,000 | 50,549 CHF | 23,940 CHF | 99.93% | 99.93% |