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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03/04/2025 | 1.01% | 1.00 CHF | 1.01 CHF | 1,000,000 | 1,000,000 | 999,742 | 999,742 | 984,868 CHF | 994,865 CHF | 99.74% | 99.74% |
02/04/2025 | 1.07% | 0.91 CHF | 0.92 CHF | 1,000,000 | 1,000,000 | 995,210 | 995,210 | 926,747 CHF | 936,699 CHF | 100.00% | 100.00% |
01/04/2025 | 1.06% | 0.91 CHF | 0.92 CHF | 1,000,000 | 1,000,000 | 998,697 | 998,697 | 935,525 CHF | 945,512 CHF | 100.00% | 100.00% |
31/03/2025 | 1.01% | 0.98 CHF | 0.99 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 982,071 CHF | 992,071 CHF | 98.20% | 98.20% |
28/03/2025 | 1.11% | 0.93 CHF | 0.94 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 894,748 CHF | 904,748 CHF | 99.94% | 99.94% |
27/03/2025 | 1.15% | 0.87 CHF | 0.88 CHF | 1,000,000 | 1,000,000 | 995,765 | 995,765 | 863,766 CHF | 873,724 CHF | 100.00% | 100.00% |
26/03/2025 | 1.19% | 0.85 CHF | 0.86 CHF | 1,000,000 | 1,000,000 | 999,645 | 999,645 | 833,593 CHF | 843,589 CHF | 100.00% | 100.00% |
25/03/2025 | 1.20% | 0.83 CHF | 0.84 CHF | 1,000,000 | 1,000,000 | 999,390 | 999,390 | 830,178 CHF | 840,172 CHF | 100.00% | 100.00% |
24/03/2025 | 1.17% | 0.84 CHF | 0.85 CHF | 1,000,000 | 1,000,000 | 997,966 | 997,966 | 848,518 CHF | 858,498 CHF | 100.00% | 100.00% |
21/03/2025 | 1.09% | 0.92 CHF | 0.93 CHF | 1,000,000 | 1,000,000 | 997,544 | 997,544 | 911,974 CHF | 921,950 CHF | 100.00% | 100.00% |