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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/04/2025 | 0.32% | 97.10 % | 97.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,546 CHF | 486,096 CHF | 100.00% | 100.00% |
15/04/2025 | 0.32% | 97.40 % | 97.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,688 CHF | 486,238 CHF | 100.00% | 100.00% |
14/04/2025 | 0.56% | 96.10 % | 96.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,227 CHF | 479,888 CHF | 99.99% | 99.99% |
11/04/2025 | 0.92% | 92.70 % | 93.56 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,988 CHF | 468,288 CHF | 99.41% | 99.41% |
10/04/2025 | 1.91% | 94.10 % | 95.16 % | 250,000 | 250,000 | 134,892 | 134,892 | 128,722 CHF | 130,897 CHF | 99.93% | 99.93% |
09/04/2025 | 2.68% | 90.33 % | 91.90 % | 100,000 | 100,000 | 112,298 | 112,298 | 100,866 CHF | 103,654 CHF | 98.70% | 98.70% |
08/04/2025 | 2.11% | 93.43 % | 95.46 % | 250,000 | 250,000 | 247,612 | 247,612 | 227,811 CHF | 232,661 CHF | 98.50% | 98.50% |
07/04/2025 | 3.71% | 89.48 % | 93.23 % | 200,000 | 200,000 | 163,548 | 163,548 | 143,270 CHF | 148,869 CHF | 99.00% | 99.00% |
04/04/2025 | 0.47% | 93.22 % | 93.90 % | 300,000 | 300,000 | 425,450 | 425,450 | 405,039 CHF | 406,770 CHF | 99.62% | 99.62% |
03/04/2025 | 0.31% | 98.70 % | 99.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,644 CHF | 496,194 CHF | 93.75% | 93.75% |