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 | 0.45% | 1.92 CHF | 1.93 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,100,380 CHF | 1,105,380 CHF | 97.04% | 97.04% |
31/03/2025 | 0.36% | 2.73 CHF | 2.74 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,374,860 CHF | 1,379,860 CHF | 99.90% | 99.90% |
28/03/2025 | 0.50% | 2.04 CHF | 2.05 CHF | 500,000 | 500,000 | 499,999 | 500,000 | 1,004,320 CHF | 1,009,330 CHF | 97.99% | 97.99% |
27/03/2025 | 0.56% | 1.77 CHF | 1.78 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 893,394 CHF | 898,394 CHF | 99.97% | 99.97% |
26/03/2025 | 0.85% | 1.39 CHF | 1.40 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 587,987 CHF | 592,987 CHF | 97.07% | 97.07% |
25/03/2025 | 0.99% | 0.95 CHF | 0.96 CHF | 500,000 | 500,000 | 500,000 | 499,999 | 511,544 CHF | 516,543 CHF | 99.98% | 99.98% |
24/03/2025 | 0.83% | 1.38 CHF | 1.39 CHF | 500,000 | 500,000 | 499,510 | 499,510 | 605,947 CHF | 610,947 CHF | 99.76% | 99.76% |
21/03/2025 | 0.67% | 1.39 CHF | 1.40 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 741,134 CHF | 746,135 CHF | 99.42% | 99.42% |
20/03/2025 | 0.90% | 1.04 CHF | 1.05 CHF | 500,000 | 500,000 | 498,990 | 498,993 | 572,882 CHF | 577,885 CHF | 99.13% | 99.13% |
19/03/2025 | 1.62% | 0.59 CHF | 0.60 CHF | 500,000 | 500,000 | 499,311 | 499,314 | 312,970 CHF | 317,973 CHF | 99.35% | 99.35% |