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 | 2.21% | 0.53 CHF | 0.54 CHF | 200'000 | 200'000 | 209'540 | 209'539 | 93'750 CHF | 95'845 CHF | 100.00% | 100.00% |
23.04.2025 | 2.26% | 0.50 CHF | 0.51 CHF | 200'000 | 200'000 | 217'508 | 217'550 | 95'238 CHF | 97'430 CHF | 88.84% | 88.84% |
22.04.2025 | 4.51% | 0.24 CHF | 0.25 CHF | 375'000 | 375'000 | 373'012 | 373'013 | 81'013 CHF | 84'744 CHF | 100.00% | 100.00% |
17.04.2025 | 3.63% | 0.25 CHF | 0.26 CHF | 350'000 | 350'000 | 323'996 | 324'013 | 87'879 CHF | 91'125 CHF | 99.84% | 99.84% |
16.04.2025 | 4.35% | 0.26 CHF | 0.27 CHF | 350'000 | 350'000 | 366'486 | 366'486 | 82'481 CHF | 86'146 CHF | 100.00% | 100.00% |
15.04.2025 | 4.58% | 0.23 CHF | 0.24 CHF | 375'000 | 375'000 | 371'124 | 371'124 | 79'230 CHF | 82'941 CHF | 99.97% | 99.97% |
14.04.2025 | 5.08% | 0.20 CHF | 0.21 CHF | 400'000 | 400'000 | 428'713 | 428'713 | 82'296 CHF | 86'584 CHF | 100.00% | 100.00% |
11.04.2025 | 6.63% | 0.17 CHF | 0.18 CHF | 525'000 | 525'000 | 290'051 | 290'077 | 42'767 CHF | 45'685 CHF | 100.00% | 100.00% |
10.04.2025 | 7.69% | 0.17 CHF | 0.18 CHF | 238'000 | 238'000 | 234'450 | 234'452 | 40'547 CHF | 43'776 CHF | 99.83% | 99.83% |
09.04.2025 | 11.95% | 0.14 CHF | 0.16 CHF | 413'000 | 413'000 | 400'763 | 400'762 | 63'205 CHF | 71'220 CHF | 98.68% | 98.68% |