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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03/04/2025 | 0.75% | 97.57 % | 98.30 % | 204,000 | 203,000 | 203,229 | 201,493 | 199,707 CHF | 199,499 CHF | 99.97% | 99.97% |
02/04/2025 | 0.75% | 99.36 % | 100.11 % | 201,000 | 199,000 | 199,419 | 198,077 | 197,836 CHF | 197,990 CHF | 99.97% | 99.97% |
01/04/2025 | 0.75% | 99.15 % | 99.90 % | 151,000 | 150,000 | 150,806 | 149,409 | 149,673 CHF | 149,407 CHF | 100.00% | 100.00% |
31/03/2025 | 0.75% | 99.17 % | 99.92 % | 201,000 | 200,000 | 201,000 | 199,617 | 199,521 CHF | 199,645 CHF | 100.00% | 100.00% |
28/03/2025 | 0.74% | 100.26 % | 101.01 % | 199,000 | 198,000 | 199,000 | 197,258 | 199,600 CHF | 199,332 CHF | 100.00% | 100.00% |
27/03/2025 | 0.74% | 100.62 % | 101.37 % | 198,000 | 197,000 | 198,012 | 197,000 | 199,220 CHF | 199,680 CHF | 100.00% | 100.00% |
26/03/2025 | 0.75% | 101.00 % | 101.77 % | 198,000 | 196,000 | 197,807 | 196,098 | 199,560 CHF | 199,317 CHF | 99.99% | 99.99% |
25/03/2025 | 0.75% | 100.90 % | 101.65 % | 198,000 | 196,000 | 197,964 | 196,000 | 199,769 CHF | 199,270 CHF | 99.99% | 99.99% |
24/03/2025 | 0.74% | 100.68 % | 101.43 % | 148,000 | 147,000 | 148,991 | 147,716 | 149,934 CHF | 149,758 CHF | 97.90% | 97.90% |
21/03/2025 | 0.74% | 100.51 % | 101.26 % | 198,000 | 197,000 | 198,533 | 197,000 | 199,563 CHF | 199,500 CHF | 99.97% | 99.97% |