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 | 1.08% | 0.87 CHF | 0.88 CHF | 75,000 | 75,000 | 74,317 | 74,316 | 68,763 CHF | 69,506 CHF | 99.77% | 99.77% |
02/04/2025 | 0.87% | 1.19 CHF | 1.20 CHF | 50,000 | 50,000 | 63,136 | 63,136 | 72,347 CHF | 72,978 CHF | 99.85% | 99.85% |
01/04/2025 | 0.88% | 1.20 CHF | 1.21 CHF | 75,000 | 75,000 | 71,588 | 71,588 | 80,975 CHF | 81,691 CHF | 100.00% | 100.00% |
31/03/2025 | 0.97% | 1.04 CHF | 1.05 CHF | 75,000 | 75,000 | 74,380 | 74,380 | 76,022 CHF | 76,766 CHF | 100.00% | 100.00% |
28/03/2025 | 0.80% | 1.14 CHF | 1.15 CHF | 50,000 | 50,000 | 50,261 | 50,262 | 62,562 CHF | 63,065 CHF | 100.00% | 100.00% |
27/03/2025 | 0.74% | 1.34 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,905 CHF | 67,405 CHF | 100.00% | 100.00% |
26/03/2025 | 0.69% | 1.38 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,321 CHF | 72,821 CHF | 100.00% | 100.00% |
25/03/2025 | 0.69% | 1.45 CHF | 1.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,519 CHF | 73,019 CHF | 100.00% | 100.00% |
24/03/2025 | 0.71% | 1.45 CHF | 1.46 CHF | 50,000 | 50,000 | 50,493 | 50,493 | 70,496 CHF | 71,001 CHF | 100.00% | 100.00% |
21/03/2025 | 0.82% | 1.22 CHF | 1.23 CHF | 75,000 | 75,000 | 54,045 | 54,045 | 65,602 CHF | 66,142 CHF | 99.05% | 99.05% |