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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/04/2025 | 2.26% | 0.58 CHF | 0.59 CHF | 50,000 | 50,000 | 39,522 | 39,522 | 23,725 CHF | 24,226 CHF | 97.39% | 97.39% |
07/04/2025 | 2.21% | 0.74 CHF | 0.76 CHF | 19,000 | 19,000 | 19,021 | 19,022 | 17,130 CHF | 17,510 CHF | 90.30% | 90.30% |
04/04/2025 | 2.43% | 0.57 CHF | 0.58 CHF | 50,000 | 50,000 | 107,622 | 107,613 | 41,342 CHF | 42,414 CHF | 95.95% | 95.95% |
03/04/2025 | 4.14% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 229,669 | 229,671 | 54,315 CHF | 56,612 CHF | 99.72% | 99.72% |
02/04/2025 | 5.92% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 317,813 | 317,813 | 52,163 CHF | 55,341 CHF | 99.90% | 99.90% |
01/04/2025 | 5.78% | 0.15 CHF | 0.16 CHF | 300,000 | 300,000 | 304,099 | 304,094 | 51,168 CHF | 54,208 CHF | 100.00% | 100.00% |
31/03/2025 | 4.68% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 251,864 | 251,864 | 52,537 CHF | 55,056 CHF | 100.00% | 100.00% |
28/03/2025 | 7.34% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 395,303 | 395,345 | 51,900 CHF | 55,859 CHF | 100.00% | 100.00% |
27/03/2025 | 8.27% | 0.12 CHF | 0.13 CHF | 475,000 | 475,000 | 448,277 | 448,322 | 51,995 CHF | 56,483 CHF | 100.00% | 100.00% |
26/03/2025 | 9.95% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 535,417 | 405,553 | 51,124 CHF | 43,416 CHF | 100.00% | 100.00% |