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 | 1.28% | 82.60 % | 83.60 % | 500'000 | 500'000 | 484'622 | 484'622 | 392'886 CHF | 397'789 CHF | 93.10% | 93.10% |
23.04.2025 | 1.07% | 81.90 % | 82.71 % | 500'000 | 500'000 | 475'106 | 475'106 | 386'051 CHF | 389'995 CHF | 99.69% | 99.69% |
22.04.2025 | 1.36% | 78.50 % | 79.50 % | 500'000 | 500'000 | 315'233 | 315'233 | 241'474 CHF | 244'674 CHF | 98.41% | 98.41% |
17.04.2025 | 1.31% | 78.80 % | 79.80 % | 250'000 | 250'000 | 244'914 | 244'914 | 192'267 CHF | 194'731 CHF | 100.00% | 100.00% |
16.04.2025 | 1.12% | 80.70 % | 81.51 % | 500'000 | 500'000 | 458'763 | 458'763 | 369'586 CHF | 373'573 CHF | 99.99% | 99.99% |
15.04.2025 | 1.25% | 82.90 % | 83.90 % | 500'000 | 500'000 | 488'459 | 488'459 | 401'963 CHF | 406'878 CHF | 99.99% | 99.99% |
14.04.2025 | 1.34% | 80.60 % | 81.41 % | 500'000 | 500'000 | 486'378 | 486'378 | 385'864 CHF | 390'936 CHF | 99.54% | 99.54% |
11.04.2025 | 1.83% | 75.30 % | 76.66 % | 500'000 | 500'000 | 488'747 | 488'747 | 369'490 CHF | 376'173 CHF | 99.58% | 99.58% |
10.04.2025 | 2.68% | 77.70 % | 79.18 % | 250'000 | 250'000 | 134'377 | 134'377 | 106'275 CHF | 108'897 CHF | 99.96% | 99.96% |
09.04.2025 | 3.72% | 68.01 % | 69.90 % | 50'000 | 50'000 | 56'205 | 56'205 | 37'656 CHF | 39'099 CHF | 98.85% | 98.85% |