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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/04/2025 | 1.82% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 453,941 | 151,314 | 247,505 CHF | 84,015 CHF | 99.05% | 99.05% |
11/04/2025 | 2.03% | 0.46 CHF | 0.47 CHF | 600,000 | 200,000 | 586,608 | 195,536 | 286,075 CHF | 97,314 CHF | 97.78% | 97.78% |
10/04/2025 | 1.59% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 281,712 CHF | 95,404 CHF | 97.71% | 97.71% |
09/04/2025 | 2.25% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 264,077 CHF | 90,026 CHF | 98.93% | 98.93% |
08/04/2025 | 1.91% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 467,804 | 155,935 | 242,340 CHF | 82,339 CHF | 98.20% | 98.20% |
07/04/2025 | 4.33% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 269,049 CHF | 93,613 CHF | 82.62% | 82.62% |
04/04/2025 | 1.63% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 455,001 | 151,667 | 278,353 CHF | 94,301 CHF | 98.00% | 98.00% |
03/04/2025 | 1.15% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 392,168 CHF | 132,223 CHF | 98.47% | 98.47% |
02/04/2025 | 0.92% | 1.11 CHF | 1.12 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 323,603 CHF | 108,868 CHF | 99.52% | 99.52% |
01/04/2025 | 0.90% | 1.14 CHF | 1.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 332,870 CHF | 111,957 CHF | 98.85% | 98.85% |