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 | 4.48% | 0.27 CHF | 0.28 CHF | 150,000 | 150,000 | 149,986 | 149,986 | 32,827 CHF | 34,327 CHF | 99.94% | 99.94% |
31/03/2025 | 6.30% | 0.16 CHF | 0.17 CHF | 150,000 | 150,000 | 149,999 | 150,000 | 23,110 CHF | 24,610 CHF | 99.49% | 99.49% |
28/03/2025 | 3.39% | 0.22 CHF | 0.23 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 44,552 CHF | 46,052 CHF | 99.94% | 99.94% |
27/03/2025 | 2.52% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 58,861 CHF | 60,361 CHF | 100.00% | 100.00% |
26/03/2025 | 1.82% | 0.47 CHF | 0.48 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 82,003 CHF | 83,503 CHF | 99.50% | 99.50% |
25/03/2025 | 1.77% | 0.56 CHF | 0.57 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 83,989 CHF | 85,489 CHF | 100.00% | 100.00% |
24/03/2025 | 1.91% | 0.57 CHF | 0.58 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 78,052 CHF | 79,552 CHF | 99.99% | 99.99% |
21/03/2025 | 2.97% | 0.31 CHF | 0.32 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 50,094 CHF | 51,594 CHF | 99.67% | 99.67% |
20/03/2025 | 2.24% | 0.46 CHF | 0.47 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 66,615 CHF | 68,115 CHF | 99.27% | 99.27% |
19/03/2025 | 2.51% | 0.43 CHF | 0.44 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 59,166 CHF | 60,666 CHF | 99.99% | 99.99% |