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 | 1.41% | 0.69 CHF | 0.70 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 527,004 CHF | 178,168 CHF | 99.20% | 99.20% |
31/03/2025 | 1.44% | 0.67 CHF | 0.68 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 517,267 CHF | 174,922 CHF | 99.21% | 99.21% |
28/03/2025 | 1.35% | 0.76 CHF | 0.77 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 553,157 CHF | 186,886 CHF | 99.19% | 99.19% |
27/03/2025 | 1.43% | 0.70 CHF | 0.71 CHF | 750,000 | 250,000 | 700,612 | 249,995 | 487,366 CHF | 176,062 CHF | 98.12% | 98.31% |
26/03/2025 | 1.75% | 0.68 CHF | 0.74 CHF | 100,000 | 10,000 | 706,621 | 234,535 | 504,101 CHF | 169,728 CHF | 95.52% | 95.84% |
25/03/2025 | 1.22% | 0.78 CHF | 0.79 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 489,113 CHF | 165,038 CHF | 99.22% | 99.22% |
24/03/2025 | 1.27% | 0.77 CHF | 0.78 CHF | 750,000 | 250,000 | 695,628 | 231,868 | 545,445 CHF | 184,127 CHF | 99.22% | 99.22% |
21/03/2025 | 1.16% | 0.86 CHF | 0.87 CHF | 600,000 | 200,000 | 600,087 | 200,029 | 515,193 CHF | 173,731 CHF | 99.20% | 99.20% |
20/03/2025 | 1.20% | 0.81 CHF | 0.82 CHF | 750,000 | 250,000 | 622,489 | 207,496 | 514,929 CHF | 173,718 CHF | 99.01% | 99.01% |
19/03/2025 | 1.21% | 0.82 CHF | 0.83 CHF | 750,000 | 250,000 | 727,074 | 242,358 | 598,678 CHF | 201,983 CHF | 99.21% | 99.21% |