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 | 0.79% | 1.27 CHF | 1.28 CHF | 75,000 | 75,000 | 75,871 | 76,276 | 95,128 CHF | 96,395 CHF | 100.00% | 100.00% |
31/03/2025 | 0.83% | 1.19 CHF | 1.20 CHF | 100,000 | 100,000 | 89,922 | 89,795 | 108,325 CHF | 109,071 CHF | 100.00% | 100.00% |
28/03/2025 | 0.77% | 1.31 CHF | 1.32 CHF | 75,000 | 75,000 | 75,000 | 74,956 | 97,629 CHF | 98,322 CHF | 98.17% | 98.17% |
27/03/2025 | 0.80% | 1.31 CHF | 1.32 CHF | 75,000 | 75,000 | 82,661 | 82,687 | 103,320 CHF | 104,183 CHF | 100.00% | 100.00% |
26/03/2025 | 0.77% | 1.28 CHF | 1.29 CHF | 75,000 | 75,000 | 74,923 | 74,919 | 96,517 CHF | 97,265 CHF | 99.52% | 99.52% |
25/03/2025 | 0.79% | 1.25 CHF | 1.26 CHF | 75,000 | 75,000 | 79,137 | 79,252 | 100,064 CHF | 100,997 CHF | 100.00% | 100.00% |
24/03/2025 | 0.87% | 1.14 CHF | 1.15 CHF | 100,000 | 100,000 | 100,000 | 99,922 | 114,649 CHF | 115,559 CHF | 99.93% | 100.00% |
21/03/2025 | 0.89% | 1.11 CHF | 1.12 CHF | 100,000 | 100,000 | 100,000 | 99,957 | 111,553 CHF | 112,506 CHF | 100.00% | 100.00% |
20/03/2025 | 0.87% | 1.16 CHF | 1.17 CHF | 100,000 | 100,000 | 100,000 | 99,928 | 114,769 CHF | 115,685 CHF | 100.00% | 100.00% |
19/03/2025 | 0.89% | 1.13 CHF | 1.14 CHF | 100,000 | 100,000 | 99,963 | 99,964 | 111,642 CHF | 112,643 CHF | 100.00% | 100.00% |