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 | 0.82% | 97.80 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,007 CHF | 492,007 CHF | 97.91% | 97.91% |
15/04/2025 | 1.02% | 98.20 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,820 CHF | 494,820 CHF | 99.96% | 99.96% |
14/04/2025 | 0.90% | 97.70 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,494 CHF | 491,885 CHF | 99.88% | 99.88% |
11/04/2025 | 1.02% | 96.70 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,161 CHF | 492,161 CHF | 99.78% | 99.78% |
10/04/2025 | 1.91% | 97.80 % | 99.00 % | 250,000 | 250,000 | 134,981 | 134,981 | 130,834 CHF | 133,092 CHF | 99.82% | 99.82% |
09/04/2025 | 3.12% | 94.03 % | 96.00 % | 100,000 | 10,000 | 112,314 | 11,231 | 105,195 CHF | 10,858 CHF | 98.70% | 98.70% |
08/04/2025 | 2.59% | 96.51 % | 99.09 % | 250,000 | 25,000 | 247,384 | 24,738 | 237,059 CHF | 24,328 CHF | 99.30% | 99.30% |
07/04/2025 | 4.17% | 94.27 % | 98.68 % | 200,000 | 20,000 | 163,537 | 16,354 | 153,296 CHF | 16,002 CHF | 99.13% | 99.13% |
04/04/2025 | 0.95% | 98.71 % | 99.90 % | 300,000 | 30,000 | 424,752 | 42,475 | 420,287 CHF | 42,412 CHF | 99.25% | 99.25% |
03/04/2025 | 0.80% | 100.00 % | 100.80 % | 500,000 | 50,000 | 500,000 | 50,000 | 501,115 CHF | 50,512 CHF | 94.68% | 94.68% |