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 |
---|---|---|---|---|---|---|---|---|---|---|---|
09/04/2025 | 15.95% | 0.17 CHF | 0.20 CHF | 300,000 | 5,000 | 297,534 | 5,000 | 50,939 CHF | 1,007 CHF | 91.09% | 91.09% |
08/04/2025 | 13.03% | 0.20 CHF | 0.22 CHF | 250,000 | 10,000 | 297,925 | 8,803 | 50,896 CHF | 1,732 CHF | 92.23% | 92.23% |
07/04/2025 | 21.05% | 0.16 CHF | 0.20 CHF | 320,000 | 2,000 | 321,112 | 3,234 | 50,560 CHF | 628 CHF | 60.43% | 60.43% |
04/04/2025 | 12.00% | 0.23 CHF | 0.26 CHF | 220,000 | 10,000 | 246,748 | 8,469 | 50,587 CHF | 1,964 CHF | 71.94% | 71.94% |
03/04/2025 | 10.82% | 0.25 CHF | 0.28 CHF | 200,000 | 5,000 | 210,630 | 7,794 | 50,481 CHF | 2,091 CHF | 94.01% | 94.01% |
02/04/2025 | 3.18% | 0.32 CHF | 0.33 CHF | 160,000 | 25,000 | 168,171 | 25,000 | 52,118 CHF | 8,000 CHF | 94.43% | 94.43% |
01/04/2025 | 2.63% | 0.34 CHF | 0.35 CHF | 150,000 | 25,000 | 137,839 | 25,000 | 51,799 CHF | 9,689 CHF | 98.19% | 98.19% |
31/03/2025 | 2.57% | 0.39 CHF | 0.40 CHF | 130,000 | 25,000 | 131,455 | 25,000 | 51,815 CHF | 10,116 CHF | 97.31% | 97.31% |
28/03/2025 | 2.35% | 0.44 CHF | 0.45 CHF | 120,000 | 25,000 | 120,075 | 25,000 | 51,546 CHF | 10,988 CHF | 99.93% | 99.93% |
27/03/2025 | 3.23% | 0.42 CHF | 0.43 CHF | 120,000 | 25,000 | 167,608 | 25,000 | 51,082 CHF | 8,189 CHF | 99.76% | 99.76% |