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 | 0.30% | 100.50 % | 100.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,970 CHF | 251,720 CHF | 100.00% | 100.00% |
15/04/2025 | 0.30% | 100.40 % | 100.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,806 CHF | 251,556 CHF | 100.00% | 100.00% |
14/04/2025 | 0.38% | 100.40 % | 100.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,534 CHF | 251,479 CHF | 100.00% | 100.00% |
11/04/2025 | 0.50% | 99.50 % | 100.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,711 CHF | 249,961 CHF | 99.46% | 99.46% |
10/04/2025 | 1.39% | 99.60 % | 100.31 % | 125,000 | 125,000 | 67,438 | 67,438 | 67,137 CHF | 67,939 CHF | 100.00% | 100.00% |
09/04/2025 | 2.57% | 96.82 % | 98.30 % | 50,000 | 50,000 | 56,165 | 56,165 | 53,801 CHF | 55,232 CHF | 98.80% | 98.80% |
08/04/2025 | 2.06% | 98.01 % | 100.10 % | 125,000 | 125,000 | 123,611 | 123,611 | 120,964 CHF | 123,474 CHF | 98.66% | 98.66% |
07/04/2025 | 3.66% | 95.45 % | 99.39 % | 100,000 | 100,000 | 82,361 | 82,361 | 78,006 CHF | 81,008 CHF | 98.38% | 98.38% |
04/04/2025 | 0.45% | 100.00 % | 100.71 % | 150,000 | 150,000 | 212,828 | 212,828 | 214,469 CHF | 215,336 CHF | 99.85% | 99.85% |
03/04/2025 | 0.30% | 101.50 % | 101.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,554 CHF | 254,304 CHF | 93.78% | 93.78% |