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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.04.2025 | 0.36% | 2.73 CHF | 2.74 CHF | 300'000 | 300'000 | 299'386 | 299'386 | 828'265 CHF | 831'265 CHF | 99.79% | 99.79% |
14.04.2025 | 0.31% | 3.06 CHF | 3.07 CHF | 280'000 | 280'000 | 278'849 | 278'849 | 897'663 CHF | 900'463 CHF | 99.97% | 99.97% |
11.04.2025 | 0.25% | 4.02 CHF | 4.03 CHF | 290'000 | 290'000 | 308'090 | 308'090 | 1'217'750 CHF | 1'220'830 CHF | 98.74% | 98.74% |
10.04.2025 | 0.34% | 3.44 CHF | 3.45 CHF | 160'000 | 160'000 | 157'474 | 157'473 | 536'404 CHF | 538'029 CHF | 98.90% | 98.90% |
09.04.2025 | 0.27% | 4.99 CHF | 5.00 CHF | 190'000 | 190'000 | 175'223 | 175'223 | 864'342 CHF | 866'200 CHF | 96.02% | 96.02% |
08.04.2025 | 0.24% | 4.03 CHF | 4.04 CHF | 170'000 | 170'000 | 169'274 | 169'274 | 705'561 CHF | 707'262 CHF | 99.22% | 99.22% |
07.04.2025 | 0.68% | 4.82 CHF | 4.87 CHF | 20'000 | 20'000 | 159'758 | 159'764 | 805'085 CHF | 808'742 CHF | 91.08% | 91.08% |
04.04.2025 | 0.67% | 3.41 CHF | 3.43 CHF | 1'000'000 | 1'000'000 | 836'582 | 836'581 | 2'653'170 CHF | 2'667'190 CHF | 93.13% | 93.13% |
03.04.2025 | 0.61% | 2.36 CHF | 2.37 CHF | 1'000'000 | 1'000'000 | 955'357 | 955'357 | 2'070'330 CHF | 2'080'180 CHF | 93.76% | 93.76% |
02.04.2025 | 0.55% | 1.75 CHF | 1.76 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'822'940 CHF | 1'832'940 CHF | 98.16% | 98.16% |