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 | 0.81% | 98.40 % | 99.20 % | 500'000 | 500'000 | 499'843 | 499'843 | 491'591 CHF | 495'590 CHF | 94.55% | 94.55% |
23.04.2025 | 0.81% | 98.00 % | 98.80 % | 500'000 | 500'000 | 499'897 | 499'897 | 490'133 CHF | 494'132 CHF | 99.92% | 99.92% |
22.04.2025 | 1.02% | 98.10 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'746 CHF | 494'746 CHF | 98.40% | 98.40% |
17.04.2025 | 0.82% | 97.40 % | 98.20 % | 500'000 | 500'000 | 499'797 | 499'797 | 484'405 CHF | 488'404 CHF | 100.00% | 100.00% |
16.04.2025 | 0.82% | 97.00 % | 97.80 % | 500'000 | 500'000 | 499'952 | 499'952 | 484'880 CHF | 488'880 CHF | 99.99% | 99.99% |
15.04.2025 | 0.82% | 96.80 % | 97.60 % | 500'000 | 500'000 | 499'895 | 499'895 | 483'627 CHF | 487'627 CHF | 100.00% | 100.00% |
14.04.2025 | 0.94% | 96.60 % | 97.40 % | 500'000 | 500'000 | 498'698 | 498'698 | 481'408 CHF | 485'962 CHF | 99.89% | 99.89% |
11.04.2025 | 1.11% | 96.30 % | 97.38 % | 500'000 | 500'000 | 499'824 | 499'824 | 481'888 CHF | 487'286 CHF | 99.81% | 99.81% |
10.04.2025 | 2.13% | 95.10 % | 96.41 % | 250'000 | 250'000 | 134'871 | 134'871 | 128'227 CHF | 130'681 CHF | 99.99% | 99.99% |
09.04.2025 | 3.13% | 93.53 % | 95.50 % | 100'000 | 100'000 | 112'333 | 112'333 | 104'098 CHF | 107'464 CHF | 98.78% | 98.78% |