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 | 0.51% | 1.68 CHF | 1.69 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 973,090 CHF | 978,090 CHF | 97.45% | 97.45% |
31/03/2025 | 0.43% | 2.43 CHF | 2.44 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,167,210 CHF | 1,172,210 CHF | 99.86% | 99.86% |
28/03/2025 | 0.78% | 1.74 CHF | 1.75 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 652,035 CHF | 657,035 CHF | 99.89% | 99.89% |
27/03/2025 | 1.09% | 0.89 CHF | 0.90 CHF | 500,000 | 500,000 | 499,972 | 500,000 | 456,571 CHF | 461,594 CHF | 99.99% | 99.99% |
26/03/2025 | 1.93% | 0.74 CHF | 0.75 CHF | 500,000 | 500,000 | 500,000 | 499,991 | 273,241 CHF | 278,238 CHF | 39.84% | 99.97% |
25/03/2025 | 2.33% | 0.36 CHF | 0.37 CHF | 500,000 | 500,000 | 500,000 | 499,979 | 221,947 CHF | 226,936 CHF | 70.43% | 99.92% |
24/03/2025 | 1.59% | 0.48 CHF | 0.49 CHF | 500,000 | 500,000 | 499,999 | 499,981 | 318,863 CHF | 323,848 CHF | 100.00% | 100.00% |
21/03/2025 | 0.70% | 1.35 CHF | 1.36 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 711,354 CHF | 716,354 CHF | 99.97% | 99.97% |
20/03/2025 | 0.87% | 1.09 CHF | 1.10 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 586,530 CHF | 591,530 CHF | 99.79% | 99.79% |
19/03/2025 | 0.72% | 1.22 CHF | 1.23 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 698,926 CHF | 703,926 CHF | 99.88% | 99.88% |