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 | 3.92% | 0.64 CHF | 0.67 CHF | 80'000 | 25'000 | 88'516 | 38'891 | 53'499 CHF | 24'201 CHF | 99.32% | 99.32% |
23.04.2025 | 6.12% | 0.59 CHF | 0.66 CHF | 90'000 | 7'500 | 87'104 | 21'906 | 53'607 CHF | 14'323 CHF | 95.89% | 95.89% |
22.04.2025 | 3.39% | 0.56 CHF | 0.58 CHF | 90'000 | 50'000 | 99'495 | 47'826 | 53'237 CHF | 26'433 CHF | 67.78% | 67.78% |
17.04.2025 | 6.87% | 0.62 CHF | 0.66 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 7'591 CHF | 8'131 CHF | 98.55% | 98.55% |
16.04.2025 | 5.97% | 0.57 CHF | 0.61 CHF | 90'000 | 25'000 | 97'475 | 25'000 | 53'543 CHF | 14'586 CHF | 94.74% | 94.74% |
15.04.2025 | 5.45% | 0.60 CHF | 0.64 CHF | 90'000 | 25'000 | 90'000 | 25'000 | 53'753 CHF | 15'768 CHF | 77.33% | 77.33% |
14.04.2025 | 5.70% | 0.58 CHF | 0.61 CHF | 90'000 | 25'000 | 97'588 | 25'000 | 53'244 CHF | 14'458 CHF | 90.02% | 90.02% |
11.04.2025 | 7.02% | 0.48 CHF | 0.51 CHF | 110'000 | 25'000 | 102'677 | 23'564 | 48'892 CHF | 12'023 CHF | 78.32% | 78.32% |
10.04.2025 | 8.37% | 0.57 CHF | 0.62 CHF | 90'000 | 25'000 | 92'546 | 22'718 | 52'439 CHF | 13'870 CHF | 84.70% | 84.70% |
09.04.2025 | 10.68% | 0.50 CHF | 0.55 CHF | 110'000 | 10'000 | 105'204 | 10'000 | 52'256 CHF | 5'535 CHF | 83.23% | 83.23% |