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 | 3.96% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 148,393 CHF | 51,464 CHF | 99.16% | 99.16% |
31/03/2025 | 3.94% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 149,262 CHF | 51,754 CHF | 99.17% | 99.17% |
28/03/2025 | 4.27% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 674,605 | 224,868 | 154,284 CHF | 53,677 CHF | 99.05% | 99.05% |
27/03/2025 | 4.29% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 701,741 | 233,914 | 159,982 CHF | 55,666 CHF | 99.17% | 99.17% |
26/03/2025 | 4.59% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 159,691 CHF | 55,730 CHF | 99.17% | 99.17% |