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 |
---|---|---|---|---|---|---|---|---|---|---|---|
01/04/2025 | 4.51% | 0.23 CHF | 0.24 CHF | 250,000 | 250,000 | 246,873 | 246,874 | 53,494 CHF | 55,963 CHF | 100.00% | 100.00% |
31/03/2025 | 4.73% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 249,680 | 249,633 | 51,584 CHF | 54,070 CHF | 100.00% | 100.00% |
28/03/2025 | 3.58% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 192,724 | 191,359 | 52,922 CHF | 54,478 CHF | 97.58% | 97.58% |
27/03/2025 | 3.18% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 174,932 | 174,882 | 54,155 CHF | 55,890 CHF | 100.00% | 100.00% |
26/03/2025 | 2.58% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 148,655 | 148,406 | 56,919 CHF | 58,316 CHF | 100.00% | 100.00% |
25/03/2025 | 2.35% | 0.42 CHF | 0.43 CHF | 150,000 | 150,000 | 139,454 | 139,363 | 58,579 CHF | 59,940 CHF | 100.00% | 100.00% |
24/03/2025 | 2.10% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 125,000 | 124,981 | 58,875 CHF | 60,115 CHF | 100.00% | 100.00% |
21/03/2025 | 2.08% | 0.49 CHF | 0.50 CHF | 125,000 | 125,000 | 125,000 | 124,981 | 59,622 CHF | 60,863 CHF | 100.00% | 100.00% |
20/03/2025 | 1.87% | 0.54 CHF | 0.55 CHF | 125,000 | 125,000 | 125,000 | 124,979 | 66,163 CHF | 67,401 CHF | 100.00% | 100.00% |
19/03/2025 | 1.93% | 0.57 CHF | 0.58 CHF | 125,000 | 125,000 | 126,279 | 126,317 | 65,077 CHF | 66,360 CHF | 100.00% | 100.00% |