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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/04/2025 | 1.14% | 1.76 CHF | 1.78 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,044,700 CHF | 352,235 CHF | 98.75% | 98.75% |
11/04/2025 | 1.23% | 1.63 CHF | 1.65 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 970,723 CHF | 327,574 CHF | 99.20% | 99.20% |
10/04/2025 | 1.18% | 1.65 CHF | 1.67 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,009,900 CHF | 340,635 CHF | 90.03% | 90.03% |
09/04/2025 | 1.47% | 1.36 CHF | 1.38 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 1,011,590 CHF | 342,198 CHF | 93.91% | 93.91% |
08/04/2025 | 1.27% | 1.64 CHF | 1.66 CHF | 600,000 | 200,000 | 688,779 | 229,593 | 1,071,180 CHF | 361,652 CHF | 99.15% | 99.15% |
07/04/2025 | 1.43% | 1.35 CHF | 1.37 CHF | 750,000 | 250,000 | 750,000 | 176,036 | 1,039,560 CHF | 247,533 CHF | 78.01% | 78.01% |
04/04/2025 | 0.55% | 1.73 CHF | 1.74 CHF | 600,000 | 200,000 | 600,000 | 136,075 | 1,092,880 CHF | 248,508 CHF | 88.74% | 88.74% |
03/04/2025 | 0.48% | 2.10 CHF | 2.11 CHF | 600,000 | 125,000 | 600,000 | 125,000 | 1,246,850 CHF | 261,011 CHF | 99.24% | 99.24% |
02/04/2025 | 0.47% | 2.11 CHF | 2.12 CHF | 600,000 | 125,000 | 600,000 | 125,000 | 1,261,830 CHF | 264,132 CHF | 99.20% | 99.20% |
01/04/2025 | 0.48% | 2.08 CHF | 2.09 CHF | 600,000 | 125,000 | 600,000 | 125,000 | 1,251,210 CHF | 261,920 CHF | 99.26% | 99.26% |