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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/04/2025 | 0.78% | 102.30 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,170 CHF | 514,170 CHF | 99.98% | 99.98% |
15/04/2025 | 0.79% | 101.70 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,191 CHF | 510,191 CHF | 99.99% | 99.99% |
14/04/2025 | 0.87% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,611 CHF | 507,002 CHF | 99.88% | 99.88% |
11/04/2025 | 1.00% | 99.30 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,205 CHF | 502,205 CHF | 99.73% | 99.73% |
10/04/2025 | 1.71% | 100.60 % | 101.81 % | 250,000 | 250,000 | 134,845 | 134,845 | 135,810 CHF | 137,937 CHF | 99.94% | 99.94% |
09/04/2025 | 2.57% | 95.52 % | 97.00 % | 100,000 | 10,000 | 112,331 | 11,233 | 107,001 CHF | 10,985 CHF | 98.67% | 98.67% |
08/04/2025 | 2.04% | 100.80 % | 102.92 % | 250,000 | 25,000 | 247,278 | 24,728 | 244,508 CHF | 24,955 CHF | 99.33% | 99.33% |
07/04/2025 | 3.84% | 98.10 % | 102.12 % | 200,000 | 20,000 | 164,467 | 16,447 | 158,847 CHF | 16,519 CHF | 98.22% | 98.22% |
04/04/2025 | 0.90% | 103.90 % | 105.11 % | 300,000 | 30,000 | 424,623 | 42,462 | 446,912 CHF | 45,077 CHF | 99.21% | 99.21% |
03/04/2025 | 0.75% | 106.60 % | 107.40 % | 500,000 | 50,000 | 500,000 | 50,000 | 532,745 CHF | 53,675 CHF | 94.71% | 94.71% |