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 | 0.56% | 3.20 CHF | 3.22 CHF | 25,000 | 25,000 | 24,890 | 24,889 | 78,871 CHF | 79,307 CHF | 99.34% | 99.34% |
15/04/2025 | 0.55% | 3.19 CHF | 3.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 78,835 CHF | 79,271 CHF | 99.88% | 99.88% |
14/04/2025 | 0.57% | 3.11 CHF | 3.13 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 77,460 CHF | 77,903 CHF | 100.00% | 100.00% |
11/04/2025 | 0.61% | 3.02 CHF | 3.04 CHF | 25,000 | 25,000 | 23,816 | 23,809 | 71,826 CHF | 72,219 CHF | 96.98% | 96.98% |
10/04/2025 | 0.91% | 3.04 CHF | 3.06 CHF | 25,000 | 25,000 | 24,109 | 21,136 | 73,581 CHF | 65,100 CHF | 92.98% | 92.98% |
09/04/2025 | 1.02% | 2.82 CHF | 2.85 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 56,487 CHF | 28,532 CHF | 92.87% | 92.87% |
08/04/2025 | 0.78% | 3.03 CHF | 3.05 CHF | 20,000 | 20,000 | 20,000 | 15,433 | 59,371 CHF | 46,399 CHF | 96.44% | 96.44% |
07/04/2025 | 1.35% | 2.80 CHF | 2.85 CHF | 20,000 | 2,500 | 20,000 | 5,052 | 56,550 CHF | 14,507 CHF | 74.29% | 74.29% |
04/04/2025 | 0.81% | 3.08 CHF | 3.10 CHF | 20,000 | 20,000 | 20,222 | 14,139 | 63,545 CHF | 44,807 CHF | 91.29% | 91.29% |
03/04/2025 | 0.80% | 3.32 CHF | 3.35 CHF | 20,000 | 10,000 | 20,477 | 13,856 | 67,698 CHF | 46,164 CHF | 98.41% | 98.41% |