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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/04/2025 | 1.54% | 0.66 CHF | 0.67 CHF | 760,100 | 760,100 | 759,821 | 760,098 | 489,597 CHF | 497,387 CHF | 100.00% | 100.00% |
11/04/2025 | 1.82% | 0.55 CHF | 0.56 CHF | 771,500 | 771,500 | 771,500 | 771,500 | 419,747 CHF | 427,462 CHF | 94.11% | 94.11% |
10/04/2025 | 1.67% | 0.57 CHF | 0.58 CHF | 942,700 | 942,700 | 942,700 | 942,700 | 558,655 CHF | 568,082 CHF | 90.40% | 90.40% |
09/04/2025 | 2.33% | 0.42 CHF | 0.43 CHF | 656,900 | 656,900 | 1,169,810 | 1,169,800 | 498,827 CHF | 510,522 CHF | 81.04% | 81.04% |
08/04/2025 | 1.55% | 0.68 CHF | 0.69 CHF | 1,565,700 | 1,565,700 | 1,564,730 | 1,564,720 | 1,007,370 CHF | 1,023,030 CHF | 92.35% | 92.35% |
07/04/2025 | 1.88% | 0.59 CHF | 0.60 CHF | 968,300 | 968,300 | 968,300 | 968,298 | 515,368 CHF | 525,050 CHF | 69.30% | 69.30% |
04/04/2025 | 0.92% | 0.92 CHF | 0.93 CHF | 601,200 | 601,200 | 600,223 | 600,223 | 667,544 CHF | 673,556 CHF | 91.33% | 91.33% |
03/04/2025 | 0.61% | 1.57 CHF | 1.58 CHF | 495,300 | 495,300 | 495,300 | 495,300 | 813,934 CHF | 818,887 CHF | 98.20% | 98.20% |
02/04/2025 | 0.51% | 1.92 CHF | 1.93 CHF | 468,100 | 468,100 | 468,100 | 468,100 | 913,075 CHF | 917,756 CHF | 99.88% | 99.88% |
01/04/2025 | 0.47% | 2.09 CHF | 2.10 CHF | 490,900 | 490,900 | 490,900 | 490,900 | 1,037,940 CHF | 1,042,840 CHF | 99.33% | 99.33% |