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 | 15.18% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 835,175 | 420,059 | 50,831 CHF | 29,776 CHF | 100.00% | 100.00% |
31/03/2025 | 15.47% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 839,105 | 422,286 | 50,082 CHF | 29,427 CHF | 98.35% | 98.35% |
28/03/2025 | 15.19% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 828,475 | 424,694 | 50,350 CHF | 30,070 CHF | 97.18% | 97.18% |
27/03/2025 | 16.86% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 934,725 | 473,995 | 50,775 CHF | 30,513 CHF | 100.00% | 100.00% |
26/03/2025 | 18.24% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 966,680 | 429,696 | 48,325 CHF | 26,072 CHF | 100.00% | 100.00% |