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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/04/2025 | 2.59% | 96.31 % | 98.89 % | 250,000 | 250,000 | 247,398 | 247,398 | 237,945 CHF | 244,177 CHF | 97.71% | 97.71% |
07/04/2025 | 2.80% | 94.17 % | 98.58 % | 200,000 | 200,000 | 282,306 | 282,306 | 269,196 CHF | 275,477 CHF | 94.00% | 94.00% |
04/04/2025 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 185,044 | 185,044 | 182,305 CHF | 183,787 CHF | 97.43% | 97.43% |
03/04/2025 | 1.01% | 99.00 % | 100.00 % | 500,000 | 500,000 | 191,306 | 191,306 | 189,456 CHF | 191,370 CHF | 94.65% | 94.65% |
02/04/2025 | 0.81% | 99.30 % | 100.10 % | 500,000 | 500,000 | 187,480 | 187,480 | 186,074 CHF | 187,575 CHF | 98.85% | 98.85% |
01/04/2025 | 1.01% | 99.40 % | 100.40 % | 500,000 | 500,000 | 188,763 | 188,763 | 187,484 CHF | 189,373 CHF | 97.44% | 97.44% |
31/03/2025 | 0.81% | 99.50 % | 100.30 % | 500,000 | 500,000 | 187,677 | 187,677 | 186,740 CHF | 188,242 CHF | 98.08% | 98.08% |
28/03/2025 | 1.01% | 99.20 % | 100.20 % | 500,000 | 500,000 | 202,765 | 202,765 | 201,158 CHF | 203,187 CHF | 99.52% | 99.52% |
27/03/2025 | 0.81% | 99.40 % | 100.20 % | 500,000 | 500,000 | 209,100 | 209,100 | 207,843 CHF | 209,518 CHF | 96.60% | 96.60% |
26/03/2025 | 1.01% | 99.40 % | 100.40 % | 500,000 | 500,000 | 203,686 | 203,686 | 202,464 CHF | 204,502 CHF | 100.00% | 100.00% |