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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/04/2025 | 0.30% | 100.20 % | 100.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,500 CHF | 251,250 CHF | 100.00% | 100.00% |
16/04/2025 | 0.30% | 100.20 % | 100.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,500 CHF | 251,250 CHF | 100.00% | 100.00% |
15/04/2025 | 0.30% | 100.30 % | 100.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,750 CHF | 251,500 CHF | 100.00% | 100.00% |
14/04/2025 | 0.38% | 100.30 % | 100.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,652 CHF | 251,606 CHF | 100.00% | 100.00% |
11/04/2025 | 0.51% | 100.10 % | 100.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,261 CHF | 251,536 CHF | 99.49% | 99.49% |
10/04/2025 | 1.45% | 100.20 % | 100.93 % | 125,000 | 125,000 | 67,429 | 67,429 | 67,459 CHF | 68,293 CHF | 100.00% | 100.00% |
09/04/2025 | 2.55% | 99.10 % | 100.60 % | 50,000 | 50,000 | 56,162 | 56,162 | 55,047 CHF | 56,499 CHF | 98.81% | 98.81% |
08/04/2025 | 2.04% | 99.50 % | 101.61 % | 125,000 | 125,000 | 123,647 | 123,647 | 122,922 CHF | 125,457 CHF | 98.70% | 98.70% |
07/04/2025 | 3.63% | 97.80 % | 101.81 % | 100,000 | 100,000 | 81,892 | 81,892 | 79,600 CHF | 82,642 CHF | 99.22% | 99.22% |
04/04/2025 | 0.45% | 100.20 % | 100.91 % | 150,000 | 150,000 | 212,704 | 212,704 | 213,443 CHF | 214,310 CHF | 99.83% | 99.83% |