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 | 5.24% | 0.48 CHF | 0.51 CHF | 110'000 | 25'000 | 116'566 | 38'890 | 52'105 CHF | 18'106 CHF | 99.34% | 99.34% |
23.04.2025 | 8.28% | 0.43 CHF | 0.50 CHF | 120'000 | 7'500 | 115'284 | 21'813 | 52'358 CHF | 10'746 CHF | 96.51% | 96.51% |
22.04.2025 | 5.48% | 0.42 CHF | 0.44 CHF | 120'000 | 50'000 | 130'411 | 42'761 | 51'449 CHF | 17'722 CHF | 83.64% | 83.64% |
17.04.2025 | 9.15% | 0.46 CHF | 0.50 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 5'636 CHF | 6'176 CHF | 98.51% | 98.51% |
16.04.2025 | 7.81% | 0.42 CHF | 0.46 CHF | 120'000 | 25'000 | 129'227 | 25'000 | 52'500 CHF | 10'986 CHF | 94.90% | 94.90% |
15.04.2025 | 7.11% | 0.45 CHF | 0.48 CHF | 120'000 | 25'000 | 118'024 | 25'000 | 52'554 CHF | 11'958 CHF | 77.20% | 77.20% |
14.04.2025 | 7.60% | 0.43 CHF | 0.46 CHF | 120'000 | 25'000 | 128'783 | 25'000 | 51'955 CHF | 10'894 CHF | 90.46% | 90.46% |
11.04.2025 | 9.48% | 0.35 CHF | 0.39 CHF | 150'000 | 25'000 | 137'651 | 23'568 | 48'251 CHF | 9'064 CHF | 78.68% | 78.68% |
10.04.2025 | 11.17% | 0.42 CHF | 0.47 CHF | 120'000 | 25'000 | 115'160 | 22'663 | 47'868 CHF | 10'499 CHF | 82.45% | 82.45% |
09.04.2025 | 13.85% | 0.38 CHF | 0.43 CHF | 140'000 | 10'000 | 138'496 | 10'000 | 52'098 CHF | 4'327 CHF | 80.76% | 80.76% |