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 | 11.54% | 0.11 CHF | 0.12 CHF | 725,000 | 375,000 | 744,798 | 377,305 | 60,947 CHF | 34,657 CHF | 100.00% | 100.00% |
31/03/2025 | 13.61% | 0.07 CHF | 0.08 CHF | 900,000 | 450,000 | 897,728 | 458,676 | 61,602 CHF | 36,083 CHF | 100.00% | 100.00% |
28/03/2025 | 8.79% | 0.11 CHF | 0.12 CHF | 550,000 | 550,000 | 577,903 | 561,887 | 62,970 CHF | 67,109 CHF | 100.00% | 100.00% |
27/03/2025 | 7.76% | 0.12 CHF | 0.13 CHF | 500,000 | 500,000 | 510,509 | 510,511 | 63,548 CHF | 68,665 CHF | 100.00% | 100.00% |
26/03/2025 | 5.13% | 0.16 CHF | 0.17 CHF | 350,000 | 350,000 | 357,680 | 357,656 | 68,128 CHF | 71,705 CHF | 100.00% | 100.00% |
25/03/2025 | 4.36% | 0.23 CHF | 0.24 CHF | 325,000 | 325,000 | 324,141 | 324,140 | 72,844 CHF | 76,085 CHF | 100.00% | 100.00% |
24/03/2025 | 4.13% | 0.20 CHF | 0.21 CHF | 350,000 | 350,000 | 321,696 | 321,696 | 76,571 CHF | 79,788 CHF | 100.00% | 100.00% |
21/03/2025 | 4.23% | 0.24 CHF | 0.25 CHF | 350,000 | 350,000 | 342,437 | 342,437 | 79,320 CHF | 82,744 CHF | 100.00% | 100.00% |
20/03/2025 | 3.24% | 0.32 CHF | 0.33 CHF | 275,000 | 275,000 | 280,470 | 280,470 | 85,529 CHF | 88,334 CHF | 100.00% | 100.00% |
19/03/2025 | 2.23% | 0.45 CHF | 0.46 CHF | 200,000 | 200,000 | 213,771 | 213,771 | 94,712 CHF | 96,850 CHF | 99.84% | 99.84% |