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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/04/2025 | 0.91% | 87.40 % | 88.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 437,666 CHF | 441,666 CHF | 100.00% | 100.00% |
15/04/2025 | 0.91% | 88.10 % | 88.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 438,601 CHF | 442,601 CHF | 100.00% | 100.00% |
14/04/2025 | 1.04% | 87.50 % | 88.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 434,944 CHF | 439,471 CHF | 99.90% | 99.90% |
11/04/2025 | 1.25% | 85.30 % | 86.37 % | 500,000 | 500,000 | 500,000 | 500,000 | 424,060 CHF | 429,410 CHF | 99.74% | 99.74% |
10/04/2025 | 2.27% | 84.30 % | 85.57 % | 250,000 | 250,000 | 134,839 | 134,839 | 113,792 CHF | 116,129 CHF | 99.91% | 99.91% |
09/04/2025 | 3.37% | 80.60 % | 82.50 % | 100,000 | 100,000 | 112,325 | 112,325 | 90,405 CHF | 93,552 CHF | 98.70% | 98.70% |
08/04/2025 | 2.82% | 84.45 % | 86.89 % | 250,000 | 250,000 | 247,366 | 247,366 | 207,099 CHF | 213,005 CHF | 99.21% | 99.21% |
07/04/2025 | 4.38% | 82.02 % | 86.06 % | 200,000 | 200,000 | 163,559 | 163,559 | 131,686 CHF | 137,761 CHF | 99.06% | 99.06% |
04/04/2025 | 1.06% | 86.33 % | 87.48 % | 300,000 | 300,000 | 424,850 | 424,493 | 370,653 CHF | 374,121 CHF | 99.11% | 99.11% |
03/04/2025 | 0.88% | 89.60 % | 90.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,069 CHF | 454,069 CHF | 94.68% | 94.68% |