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 | 0.80% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,031 CHF | 499,031 CHF | 99.99% | 99.99% |
15/04/2025 | 0.81% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,618 CHF | 497,618 CHF | 100.00% | 100.00% |
14/04/2025 | 0.91% | 98.40 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,417 CHF | 495,905 CHF | 99.88% | 99.88% |
11/04/2025 | 1.06% | 98.10 % | 99.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,758 CHF | 496,008 CHF | 99.73% | 99.73% |
10/04/2025 | 2.02% | 98.00 % | 99.25 % | 250,000 | 250,000 | 134,969 | 134,969 | 131,372 CHF | 133,745 CHF | 99.85% | 99.85% |
09/04/2025 | 3.09% | 95.32 % | 97.30 % | 100,000 | 10,000 | 112,309 | 11,231 | 106,626 CHF | 11,003 CHF | 98.78% | 98.78% |
08/04/2025 | 2.58% | 96.91 % | 99.49 % | 250,000 | 25,000 | 247,231 | 24,723 | 238,583 CHF | 24,482 CHF | 99.35% | 99.35% |
07/04/2025 | 4.17% | 95.35 % | 99.79 % | 200,000 | 20,000 | 164,459 | 16,446 | 155,697 CHF | 16,251 CHF | 98.33% | 98.33% |
04/04/2025 | 0.94% | 99.51 % | 100.71 % | 300,000 | 30,000 | 425,105 | 42,510 | 424,602 CHF | 42,844 CHF | 99.00% | 99.00% |
03/04/2025 | 0.80% | 100.10 % | 100.90 % | 500,000 | 50,000 | 500,000 | 50,000 | 500,429 CHF | 50,443 CHF | 94.76% | 94.76% |