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 | 0.89% | 2.26 CHF | 2.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,342,290 CHF | 451,430 CHF | 98.75% | 98.75% |
11/04/2025 | 0.94% | 2.12 CHF | 2.14 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,265,280 CHF | 425,760 CHF | 99.18% | 99.18% |
10/04/2025 | 0.92% | 2.15 CHF | 2.17 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,303,200 CHF | 438,399 CHF | 90.02% | 90.02% |
09/04/2025 | 1.10% | 1.82 CHF | 1.84 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,087,310 CHF | 366,437 CHF | 93.86% | 93.86% |
08/04/2025 | 0.98% | 2.13 CHF | 2.15 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,225,300 CHF | 412,434 CHF | 99.15% | 99.15% |
07/04/2025 | 1.08% | 1.80 CHF | 1.82 CHF | 600,000 | 200,000 | 600,000 | 147,168 | 1,108,090 CHF | 274,387 CHF | 77.99% | 77.99% |
04/04/2025 | 0.43% | 2.21 CHF | 2.22 CHF | 600,000 | 200,000 | 600,000 | 122,722 | 1,390,020 CHF | 283,659 CHF | 88.72% | 88.72% |
03/04/2025 | 0.39% | 2.60 CHF | 2.61 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 1,546,850 CHF | 258,809 CHF | 99.23% | 99.23% |
02/04/2025 | 0.38% | 2.61 CHF | 2.62 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 1,561,830 CHF | 261,305 CHF | 99.20% | 99.20% |
01/04/2025 | 0.39% | 2.58 CHF | 2.59 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 1,551,210 CHF | 259,536 CHF | 99.26% | 99.26% |