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 | 1.03% | 1.96 CHF | 1.98 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,163,170 CHF | 391,723 CHF | 98.74% | 98.74% |
11/04/2025 | 1.10% | 1.82 CHF | 1.84 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,086,770 CHF | 366,258 CHF | 99.04% | 99.04% |
10/04/2025 | 1.06% | 1.85 CHF | 1.87 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,125,060 CHF | 379,019 CHF | 89.94% | 89.94% |
09/04/2025 | 1.31% | 1.53 CHF | 1.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 913,609 CHF | 308,536 CHF | 93.55% | 93.55% |
08/04/2025 | 1.14% | 1.83 CHF | 1.85 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,049,310 CHF | 353,770 CHF | 98.94% | 98.94% |
07/04/2025 | 1.28% | 1.73 CHF | 1.75 CHF | 600,000 | 200,000 | 677,269 | 163,111 | 1,054,000 CHF | 256,634 CHF | 66.35% | 66.35% |
04/04/2025 | 0.49% | 1.92 CHF | 1.93 CHF | 600,000 | 200,000 | 600,000 | 118,478 | 1,212,920 CHF | 239,092 CHF | 83.89% | 83.89% |
03/04/2025 | 0.44% | 2.30 CHF | 2.31 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 1,366,580 CHF | 228,763 CHF | 99.17% | 99.17% |
02/04/2025 | 0.43% | 2.31 CHF | 2.32 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 1,381,710 CHF | 231,286 CHF | 99.19% | 99.19% |
01/04/2025 | 0.44% | 2.28 CHF | 2.29 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 1,371,400 CHF | 229,566 CHF | 99.25% | 99.25% |