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 | 1.00% | 80.00 % | 80.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 399,314 CHF | 403,314 CHF | 99.97% | 99.97% |
15/04/2025 | 1.22% | 81.00 % | 82.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 407,196 CHF | 412,196 CHF | 99.97% | 99.97% |
14/04/2025 | 1.11% | 80.10 % | 80.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 397,160 CHF | 401,590 CHF | 99.90% | 99.90% |
11/04/2025 | 1.32% | 77.10 % | 78.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 384,871 CHF | 389,971 CHF | 99.77% | 99.77% |
10/04/2025 | 2.28% | 78.80 % | 80.00 % | 250,000 | 250,000 | 134,886 | 134,886 | 107,924 CHF | 110,150 CHF | 99.93% | 99.93% |
09/04/2025 | 3.58% | 73.53 % | 75.40 % | 100,000 | 100,000 | 112,323 | 112,323 | 81,087 CHF | 84,082 CHF | 98.78% | 98.78% |
08/04/2025 | 2.94% | 77.97 % | 80.34 % | 250,000 | 250,000 | 247,235 | 247,235 | 192,679 CHF | 198,427 CHF | 99.34% | 99.34% |
07/04/2025 | 4.50% | 76.04 % | 79.90 % | 200,000 | 200,000 | 164,491 | 164,491 | 122,456 CHF | 128,266 CHF | 98.32% | 98.32% |
04/04/2025 | 1.09% | 83.04 % | 84.17 % | 300,000 | 300,000 | 424,781 | 424,781 | 358,165 CHF | 361,928 CHF | 99.05% | 99.05% |
03/04/2025 | 0.88% | 88.90 % | 89.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,359 CHF | 457,359 CHF | 94.70% | 94.70% |