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 | 2.35% | 0.39 CHF | 0.40 CHF | 130,000 | 25,000 | 124,192 | 25,000 | 52,298 CHF | 10,805 CHF | 98.52% | 98.52% |
31/03/2025 | 2.25% | 0.44 CHF | 0.45 CHF | 120,000 | 25,000 | 119,796 | 25,000 | 52,669 CHF | 11,243 CHF | 98.50% | 98.50% |
28/03/2025 | 2.06% | 0.48 CHF | 0.49 CHF | 110,000 | 25,000 | 110,000 | 25,000 | 52,824 CHF | 12,255 CHF | 99.55% | 99.55% |
27/03/2025 | 2.20% | 0.46 CHF | 0.47 CHF | 110,000 | 25,000 | 118,794 | 25,000 | 53,435 CHF | 11,498 CHF | 100.00% | 100.00% |
26/03/2025 | 2.10% | 0.44 CHF | 0.45 CHF | 120,000 | 25,000 | 111,408 | 25,000 | 52,401 CHF | 12,030 CHF | 100.00% | 100.00% |
25/03/2025 | 1.81% | 0.55 CHF | 0.56 CHF | 100,000 | 25,000 | 98,802 | 25,000 | 54,068 CHF | 13,935 CHF | 100.00% | 100.00% |
24/03/2025 | 1.84% | 0.54 CHF | 0.55 CHF | 100,000 | 25,000 | 100,000 | 25,000 | 53,925 CHF | 13,731 CHF | 99.97% | 99.97% |
21/03/2025 | 1.92% | 0.52 CHF | 0.53 CHF | 100,000 | 25,000 | 99,998 | 25,000 | 51,711 CHF | 13,178 CHF | 99.88% | 99.88% |
20/03/2025 | 2.02% | 0.51 CHF | 0.52 CHF | 100,000 | 25,000 | 106,483 | 24,833 | 52,063 CHF | 12,407 CHF | 96.77% | 96.77% |
19/03/2025 | 1.99% | 0.49 CHF | 0.50 CHF | 110,000 | 25,000 | 104,864 | 25,000 | 52,061 CHF | 12,672 CHF | 100.00% | 100.00% |