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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/04/2025 | 1.35% | 95.70 % | 96.30 % | 250,000 | 250,000 | 134,945 | 134,945 | 129,708 CHF | 131,182 CHF | 99.65% | 99.65% |
09/04/2025 | 2.51% | 92.64 % | 94.00 % | 100,000 | 100,000 | 112,125 | 112,125 | 103,117 CHF | 105,794 CHF | 97.95% | 97.95% |
08/04/2025 | 2.20% | 94.62 % | 96.57 % | 250,000 | 250,000 | 189,608 | 189,608 | 178,699 CHF | 182,444 CHF | 99.47% | 99.47% |
07/04/2025 | 3.59% | 90.74 % | 94.44 % | 200,000 | 200,000 | 163,967 | 163,967 | 147,711 CHF | 153,291 CHF | 98.01% | 98.01% |
04/04/2025 | 0.36% | 94.52 % | 95.09 % | 300,000 | 300,000 | 425,975 | 425,975 | 409,044 CHF | 410,316 CHF | 99.24% | 99.24% |
03/04/2025 | 0.20% | 98.80 % | 99.00 % | 500,000 | 500,000 | 499,247 | 499,247 | 494,550 CHF | 495,550 CHF | 96.30% | 96.30% |
02/04/2025 | 0.20% | 99.80 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,483 CHF | 499,483 CHF | 100.00% | 100.00% |
01/04/2025 | 0.20% | 100.00 % | 100.20 % | 500,000 | 500,000 | 499,692 | 499,692 | 500,956 CHF | 501,956 CHF | 99.97% | 99.97% |
31/03/2025 | 0.20% | 100.10 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,660 CHF | 501,660 CHF | 99.99% | 99.99% |
28/03/2025 | 0.21% | 100.80 % | 101.00 % | 500,000 | 500,000 | 496,816 | 496,816 | 500,712 CHF | 501,712 CHF | 99.97% | 99.97% |