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 | 0.30% | 101.30 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,396 CHF | 507,896 CHF | 100.00% | 100.00% |
15/04/2025 | 0.30% | 101.40 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,544 CHF | 508,044 CHF | 100.00% | 100.00% |
14/04/2025 | 0.43% | 101.10 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,048 CHF | 507,230 CHF | 100.00% | 100.00% |
11/04/2025 | 0.64% | 100.80 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,706 CHF | 506,956 CHF | 99.48% | 99.48% |
10/04/2025 | 1.65% | 100.70 % | 101.60 % | 250,000 | 250,000 | 134,862 | 134,862 | 135,627 CHF | 137,563 CHF | 100.00% | 100.00% |
09/04/2025 | 2.55% | 98.51 % | 100.00 % | 100,000 | 100,000 | 112,332 | 112,332 | 109,623 CHF | 112,516 CHF | 98.73% | 98.73% |
08/04/2025 | 2.04% | 99.70 % | 101.81 % | 250,000 | 250,000 | 247,327 | 247,327 | 246,021 CHF | 251,092 CHF | 98.63% | 98.63% |
07/04/2025 | 3.64% | 97.60 % | 101.61 % | 200,000 | 200,000 | 163,749 | 163,749 | 158,855 CHF | 164,937 CHF | 99.19% | 99.19% |
04/04/2025 | 0.45% | 100.30 % | 101.01 % | 300,000 | 300,000 | 425,432 | 425,432 | 428,761 CHF | 430,495 CHF | 99.84% | 99.84% |
03/04/2025 | 0.30% | 101.30 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,697 CHF | 508,197 CHF | 94.66% | 94.66% |