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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/04/2025 | 3.06% | 0.30 CHF | 0.31 CHF | 180,000 | 100,000 | 166,491 | 99,912 | 53,314 CHF | 33,185 CHF | 98.91% | 98.91% |
16/04/2025 | 2.89% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 156,425 | 99,210 | 53,250 CHF | 34,834 CHF | 99.99% | 99.99% |
15/04/2025 | 2.55% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 137,529 | 99,863 | 53,163 CHF | 39,627 CHF | 99.94% | 99.94% |
14/04/2025 | 2.80% | 0.36 CHF | 0.37 CHF | 150,000 | 110,000 | 150,728 | 109,420 | 53,023 CHF | 39,661 CHF | 100.00% | 100.00% |
11/04/2025 | 3.57% | 0.28 CHF | 0.29 CHF | 190,000 | 110,000 | 192,241 | 109,841 | 53,075 CHF | 31,560 CHF | 99.93% | 99.93% |
10/04/2025 | 2.62% | 0.33 CHF | 0.34 CHF | 160,000 | 110,000 | 140,709 | 109,843 | 52,986 CHF | 42,732 CHF | 99.99% | 99.99% |
09/04/2025 | 4.23% | 0.21 CHF | 0.22 CHF | 250,000 | 120,000 | 283,815 | 119,728 | 52,767 CHF | 23,693 CHF | 99.70% | 99.70% |
08/04/2025 | 2.93% | 0.33 CHF | 0.34 CHF | 160,000 | 120,000 | 133,608 | 119,938 | 45,128 CHF | 41,550 CHF | 99.93% | 99.93% |
07/04/2025 | 3.52% | 0.29 CHF | 0.30 CHF | 110,000 | 110,000 | 109,785 | 109,785 | 30,191 CHF | 31,261 CHF | 99.45% | 99.45% |
04/04/2025 | 2.12% | 0.47 CHF | 0.48 CHF | 100,000 | 100,000 | 99,674 | 99,674 | 47,580 CHF | 48,588 CHF | 99.59% | 99.59% |