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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03/04/2025 | 9.26% | 0.13 CHF | 0.14 CHF | 475,000 | 475,000 | 505,518 | 491,663 | 52,260 CHF | 55,712 CHF | 99.84% | 99.84% |
02/04/2025 | 13.08% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 705,170 | 365,085 | 50,369 CHF | 29,732 CHF | 99.90% | 99.90% |
01/04/2025 | 12.97% | 0.07 CHF | 0.08 CHF | 675,000 | 350,000 | 695,102 | 360,063 | 50,151 CHF | 29,580 CHF | 100.00% | 100.00% |
31/03/2025 | 10.67% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 582,343 | 302,483 | 51,707 CHF | 29,886 CHF | 100.00% | 100.00% |
28/03/2025 | 16.25% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 902,898 | 461,565 | 51,015 CHF | 30,711 CHF | 100.00% | 100.00% |
27/03/2025 | 17.71% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 975,539 | 485,230 | 50,223 CHF | 29,820 CHF | 100.00% | 100.00% |
26/03/2025 | 19.87% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 45,346 CHF | 13,836 CHF | 100.00% | 100.00% |
25/03/2025 | 20.70% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 43,428 CHF | 13,357 CHF | 100.00% | 100.00% |
24/03/2025 | 18.47% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 992,600 | 457,029 | 48,848 CHF | 27,218 CHF | 100.00% | 100.00% |
21/03/2025 | 12.73% | 0.07 CHF | 0.08 CHF | 625,000 | 325,000 | 686,257 | 355,078 | 50,496 CHF | 29,676 CHF | 99.06% | 99.06% |