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 |
---|---|---|---|---|---|---|---|---|---|---|---|
01/04/2025 | 2.11% | 0.48 CHF | 0.49 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 60,865 CHF | 62,165 CHF | 99.46% | 99.46% |
31/03/2025 | 2.22% | 0.44 CHF | 0.45 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 57,828 CHF | 59,128 CHF | 99.98% | 99.98% |
28/03/2025 | 1.81% | 0.54 CHF | 0.55 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 71,058 CHF | 72,358 CHF | 99.97% | 99.97% |
27/03/2025 | 1.67% | 0.60 CHF | 0.61 CHF | 120,000 | 120,000 | 123,809 | 123,809 | 73,714 CHF | 74,952 CHF | 99.99% | 99.99% |
26/03/2025 | 1.43% | 0.65 CHF | 0.66 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 83,671 CHF | 84,871 CHF | 96.87% | 96.88% |
25/03/2025 | 1.35% | 0.73 CHF | 0.74 CHF | 120,000 | 120,000 | 119,969 | 119,969 | 88,696 CHF | 89,896 CHF | 99.81% | 99.81% |
24/03/2025 | 1.24% | 0.77 CHF | 0.78 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 95,906 CHF | 97,106 CHF | 100.00% | 100.00% |
21/03/2025 | 1.23% | 0.82 CHF | 0.83 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 88,889 CHF | 89,989 CHF | 99.97% | 99.97% |
20/03/2025 | 1.13% | 0.89 CHF | 0.90 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 96,523 CHF | 97,623 CHF | 99.88% | 99.88% |
19/03/2025 | 1.16% | 0.92 CHF | 0.93 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 103,586 CHF | 104,786 CHF | 99.29% | 99.29% |