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% | 99.60 % | 100.40 % | 500,000 | 100,000 | 495,214 | 99,043 | 493,233 CHF | 99,441 CHF | 99.79% | 99.79% |
15/04/2025 | 1.02% | 99.50 % | 100.50 % | 500,000 | 100,000 | 495,233 | 99,047 | 492,756 CHF | 99,544 CHF | 100.00% | 100.00% |
14/04/2025 | 0.90% | 99.60 % | 100.40 % | 500,000 | 100,000 | 495,226 | 99,045 | 493,050 CHF | 99,483 CHF | 99.89% | 99.89% |
11/04/2025 | 1.02% | 99.60 % | 100.60 % | 500,000 | 100,000 | 495,223 | 99,045 | 493,242 CHF | 99,641 CHF | 99.81% | 99.81% |
10/04/2025 | 1.89% | 99.60 % | 100.81 % | 250,000 | 50,000 | 134,981 | 26,996 | 134,225 CHF | 27,302 CHF | 99.87% | 99.87% |
09/04/2025 | 3.05% | 98.71 % | 100.70 % | 100,000 | 20,000 | 112,287 | 22,457 | 109,620 CHF | 22,615 CHF | 98.78% | 98.78% |
08/04/2025 | 2.54% | 98.91 % | 101.51 % | 250,000 | 50,000 | 247,615 | 49,523 | 244,704 CHF | 50,199 CHF | 99.24% | 99.24% |
07/04/2025 | 4.14% | 97.21 % | 101.71 % | 200,000 | 40,000 | 163,669 | 32,734 | 158,126 CHF | 33,001 CHF | 99.01% | 99.01% |
04/04/2025 | 1.08% | 99.71 % | 100.91 % | 300,000 | 60,000 | 369,825 | 73,965 | 369,140 CHF | 74,574 CHF | 96.83% | 96.83% |
03/04/2025 | 0.82% | 100.00 % | 100.80 % | 500,000 | 100,000 | 494,917 | 98,983 | 494,917 CHF | 99,778 CHF | 93.75% | 93.75% |