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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/04/2025 | 0.11% | 9.42 CHF | 9.43 CHF | 30,000 | 30,000 | 29,728 | 29,728 | 277,808 CHF | 278,105 CHF | 99.42% | 99.42% |
15/04/2025 | 0.11% | 9.49 CHF | 9.50 CHF | 30,000 | 30,000 | 21,687 | 21,687 | 202,949 CHF | 203,165 CHF | 99.42% | 99.42% |
14/04/2025 | 0.11% | 9.28 CHF | 9.29 CHF | 15,000 | 15,000 | 14,859 | 14,859 | 136,201 CHF | 136,349 CHF | 99.50% | 99.50% |
11/04/2025 | 0.22% | 8.68 CHF | 8.69 CHF | 15,000 | 15,000 | 14,851 | 14,851 | 128,065 CHF | 128,345 CHF | 94.47% | 94.47% |
10/04/2025 | 0.28% | 8.76 CHF | 8.78 CHF | 15,000 | 15,000 | 13,508 | 13,508 | 120,394 CHF | 120,713 CHF | 94.91% | 94.91% |
09/04/2025 | 0.25% | 7.90 CHF | 7.92 CHF | 15,000 | 15,000 | 14,862 | 14,862 | 117,661 CHF | 117,959 CHF | 87.97% | 87.97% |
08/04/2025 | 0.23% | 8.99 CHF | 9.01 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 131,796 CHF | 132,093 CHF | 93.13% | 93.13% |
07/04/2025 | 0.39% | 8.27 CHF | 8.32 CHF | 15,000 | 15,000 | 14,890 | 14,890 | 122,720 CHF | 123,196 CHF | 85.57% | 85.57% |
04/04/2025 | 0.32% | 9.51 CHF | 9.53 CHF | 30,000 | 30,000 | 29,715 | 29,715 | 293,765 CHF | 294,718 CHF | 81.51% | 81.51% |
03/04/2025 | 0.47% | 10.70 CHF | 10.75 CHF | 30,000 | 30,000 | 29,708 | 29,708 | 322,142 CHF | 323,629 CHF | 96.20% | 96.20% |