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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/04/2025 | 2.10% | 93.33 % | 95.36 % | 250,000 | 250,000 | 247,503 | 247,503 | 230,818 CHF | 235,702 CHF | 98.55% | 98.55% |
07/04/2025 | 3.69% | 91.14 % | 94.94 % | 200,000 | 200,000 | 163,600 | 163,600 | 148,181 CHF | 153,930 CHF | 99.00% | 99.00% |
04/04/2025 | 0.46% | 96.21 % | 96.91 % | 300,000 | 300,000 | 425,391 | 425,391 | 416,551 CHF | 418,304 CHF | 99.69% | 99.69% |
03/04/2025 | 0.31% | 99.40 % | 99.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,208 CHF | 499,758 CHF | 93.64% | 93.64% |
02/04/2025 | 0.31% | 99.90 % | 100.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,766 CHF | 501,316 CHF | 98.82% | 98.82% |
01/04/2025 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,713 CHF | 503,263 CHF | 97.40% | 97.40% |
31/03/2025 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,664 CHF | 503,214 CHF | 100.00% | 100.00% |
28/03/2025 | 0.31% | 100.60 % | 100.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,015 CHF | 504,565 CHF | 97.46% | 97.46% |
27/03/2025 | 0.31% | 100.80 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,000 CHF | 505,543 CHF | 97.08% | 97.08% |
26/03/2025 | 0.31% | 100.80 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,702 CHF | 505,249 CHF | 100.00% | 100.00% |