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 | 0.84% | 95.30 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,148 CHF | 480,148 CHF | 99.99% | 99.99% |
15/04/2025 | 0.84% | 95.20 % | 96.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,667 CHF | 478,667 CHF | 100.00% | 100.00% |
14/04/2025 | 0.99% | 94.90 % | 95.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,611 CHF | 476,314 CHF | 99.89% | 99.89% |
11/04/2025 | 1.22% | 93.90 % | 95.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,735 CHF | 475,485 CHF | 99.77% | 99.77% |
10/04/2025 | 2.24% | 93.70 % | 95.07 % | 250,000 | 250,000 | 134,852 | 134,852 | 125,251 CHF | 127,785 CHF | 99.98% | 99.98% |
09/04/2025 | 3.15% | 92.24 % | 94.20 % | 100,000 | 100,000 | 112,319 | 112,319 | 102,516 CHF | 105,855 CHF | 98.68% | 98.68% |
08/04/2025 | 2.63% | 94.62 % | 97.18 % | 250,000 | 250,000 | 247,394 | 247,394 | 231,992 CHF | 238,161 CHF | 99.28% | 99.28% |
07/04/2025 | 4.20% | 91.92 % | 96.26 % | 200,000 | 200,000 | 163,523 | 163,523 | 149,763 CHF | 156,382 CHF | 99.06% | 99.06% |
04/04/2025 | 0.96% | 96.91 % | 98.10 % | 300,000 | 300,000 | 424,475 | 424,475 | 417,208 CHF | 421,035 CHF | 99.21% | 99.21% |
03/04/2025 | 0.80% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,139 CHF | 499,139 CHF | 94.65% | 94.65% |