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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/04/2025 | 0.18% | 5.73 CHF | 5.74 CHF | 250,000 | 250,000 | 159,427 | 159,427 | 890,899 CHF | 892,493 CHF | 99.25% | 99.25% |
14/04/2025 | 0.18% | 5.52 CHF | 5.53 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 811,754 CHF | 813,254 CHF | 99.95% | 99.95% |
11/04/2025 | 0.21% | 4.92 CHF | 4.93 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 729,936 CHF | 731,436 CHF | 93.52% | 93.52% |
10/04/2025 | 0.19% | 5.00 CHF | 5.01 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 774,305 CHF | 775,805 CHF | 90.10% | 90.10% |
09/04/2025 | 0.24% | 4.16 CHF | 4.17 CHF | 150,000 | 150,000 | 267,086 | 267,086 | 1,112,980 CHF | 1,115,650 CHF | 80.58% | 80.58% |
08/04/2025 | 0.20% | 5.24 CHF | 5.25 CHF | 300,000 | 300,000 | 299,750 | 299,750 | 1,519,790 CHF | 1,522,790 CHF | 91.84% | 91.84% |
07/04/2025 | 0.22% | 4.71 CHF | 4.72 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,357,090 CHF | 1,360,090 CHF | 67.89% | 67.89% |
04/04/2025 | 0.16% | 5.75 CHF | 5.76 CHF | 300,000 | 300,000 | 299,170 | 299,170 | 1,829,440 CHF | 1,832,440 CHF | 90.69% | 90.69% |
03/04/2025 | 0.14% | 7.00 CHF | 7.01 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,135,790 CHF | 2,138,790 CHF | 97.95% | 97.95% |
02/04/2025 | 0.13% | 7.57 CHF | 7.58 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,283,170 CHF | 2,286,170 CHF | 99.87% | 99.87% |