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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.04.2025 | 7.32% | 0.38 CHF | 0.42 CHF | 140'000 | 25'000 | 139'941 | 52'777 | 51'585 CHF | 20'561 CHF | 99.35% | 99.35% |
23.04.2025 | 12.38% | 0.32 CHF | 0.39 CHF | 22'500 | 7'500 | 121'965 | 21'814 | 43'308 CHF | 8'638 CHF | 97.57% | 97.57% |
22.04.2025 | 7.90% | 0.33 CHF | 0.35 CHF | 160'000 | 75'000 | 160'900 | 59'276 | 51'983 CHF | 20'505 CHF | 88.78% | 88.78% |
17.04.2025 | 12.50% | 0.31 CHF | 0.35 CHF | 170'000 | 25'000 | 176'672 | 25'000 | 51'322 CHF | 8'237 CHF | 98.66% | 98.66% |
16.04.2025 | 11.85% | 0.30 CHF | 0.34 CHF | 170'000 | 25'000 | 168'350 | 24'892 | 51'565 CHF | 8'584 CHF | 99.35% | 99.35% |
15.04.2025 | 12.92% | 0.31 CHF | 0.35 CHF | 170'000 | 25'000 | 183'962 | 25'000 | 51'340 CHF | 7'957 CHF | 99.93% | 99.93% |
14.04.2025 | 12.57% | 0.29 CHF | 0.32 CHF | 180'000 | 25'000 | 182'471 | 25'000 | 51'044 CHF | 7'941 CHF | 100.00% | 100.00% |
11.04.2025 | 14.49% | 0.23 CHF | 0.27 CHF | 220'000 | 25'000 | 200'068 | 24'111 | 47'530 CHF | 6'606 CHF | 97.09% | 97.09% |
10.04.2025 | 21.24% | 0.21 CHF | 0.26 CHF | 240'000 | 50'000 | 197'795 | 45'881 | 46'692 CHF | 13'349 CHF | 85.89% | 85.89% |
09.04.2025 | 27.12% | 0.21 CHF | 0.28 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 6'260 CHF | 2'738 CHF | 92.78% | 92.78% |