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 | 0.82% | 1.04 CHF | 1.05 CHF | 680,000 | 680,000 | 680,000 | 680,000 | 826,076 CHF | 832,876 CHF | 97.10% | 97.10% |
31/03/2025 | 0.61% | 1.59 CHF | 1.60 CHF | 810,000 | 810,000 | 810,000 | 810,000 | 1,327,560 CHF | 1,335,660 CHF | 99.94% | 99.94% |
28/03/2025 | 0.88% | 1.15 CHF | 1.16 CHF | 930,000 | 930,000 | 930,000 | 930,000 | 1,053,330 CHF | 1,062,630 CHF | 97.91% | 97.91% |
27/03/2025 | 1.16% | 1.00 CHF | 1.01 CHF | 1,000,000 | 1,000,000 | 935,197 | 935,197 | 931,337 CHF | 941,121 CHF | 98.68% | 98.68% |
26/03/2025 | 1.44% | 0.80 CHF | 0.81 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 693,665 CHF | 703,665 CHF | 97.08% | 97.08% |
25/03/2025 | 1.53% | 0.60 CHF | 0.61 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 651,666 CHF | 661,666 CHF | 100.00% | 100.00% |
24/03/2025 | 1.24% | 0.83 CHF | 0.84 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 803,453 CHF | 813,453 CHF | 99.77% | 99.77% |
21/03/2025 | 1.04% | 0.92 CHF | 0.93 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 960,694 CHF | 970,694 CHF | 99.36% | 99.36% |
20/03/2025 | 1.25% | 0.77 CHF | 0.78 CHF | 1,000,000 | 1,000,000 | 996,354 | 996,354 | 819,809 CHF | 829,791 CHF | 99.13% | 99.13% |
19/03/2025 | 1.52% | 0.64 CHF | 0.65 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 654,042 CHF | 664,042 CHF | 99.35% | 99.35% |