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 | 1.06% | 0.83 CHF | 0.84 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 941,351 CHF | 951,351 CHF | 97.41% | 97.41% |
31/03/2025 | 0.81% | 1.19 CHF | 1.20 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,233,580 CHF | 1,243,580 CHF | 99.88% | 99.88% |
28/03/2025 | 1.13% | 0.90 CHF | 0.91 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 880,511 CHF | 890,511 CHF | 98.00% | 98.00% |
27/03/2025 | 1.46% | 0.78 CHF | 0.79 CHF | 1,000,000 | 1,000,000 | 935,112 | 935,112 | 740,903 CHF | 750,686 CHF | 98.70% | 98.70% |
26/03/2025 | 1.70% | 0.66 CHF | 0.67 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 585,707 CHF | 595,707 CHF | 97.07% | 97.07% |
25/03/2025 | 1.82% | 0.52 CHF | 0.53 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 545,088 CHF | 555,088 CHF | 99.99% | 99.99% |
24/03/2025 | 1.50% | 0.67 CHF | 0.68 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 664,082 CHF | 674,082 CHF | 99.76% | 99.76% |
21/03/2025 | 1.27% | 0.76 CHF | 0.77 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 784,176 CHF | 794,176 CHF | 99.43% | 99.43% |
20/03/2025 | 1.44% | 0.66 CHF | 0.67 CHF | 1,000,000 | 1,000,000 | 996,170 | 996,170 | 704,655 CHF | 714,635 CHF | 99.12% | 99.12% |
19/03/2025 | 1.66% | 0.59 CHF | 0.60 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 600,137 CHF | 610,137 CHF | 99.36% | 99.36% |