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 | 0.34% | 3.00 CHF | 3.01 CHF | 124,000 | 124,000 | 124,895 | 124,895 | 369,670 CHF | 370,920 CHF | 99.75% | 99.75% |
15/04/2025 | 0.33% | 3.02 CHF | 3.03 CHF | 124,000 | 124,000 | 124,175 | 124,175 | 370,070 CHF | 371,311 CHF | 99.94% | 99.94% |
14/04/2025 | 0.34% | 2.91 CHF | 2.92 CHF | 128,000 | 128,000 | 127,955 | 127,955 | 371,407 CHF | 372,687 CHF | 99.01% | 99.01% |
11/04/2025 | 0.38% | 2.65 CHF | 2.66 CHF | 136,000 | 136,000 | 135,241 | 135,241 | 356,475 CHF | 357,828 CHF | 99.46% | 99.46% |
10/04/2025 | 0.37% | 2.71 CHF | 2.72 CHF | 132,000 | 132,000 | 131,628 | 131,628 | 359,871 CHF | 361,187 CHF | 98.96% | 98.96% |
09/04/2025 | 0.41% | 2.36 CHF | 2.37 CHF | 144,000 | 144,000 | 141,825 | 141,825 | 343,288 CHF | 344,706 CHF | 97.82% | 97.82% |
08/04/2025 | 0.39% | 2.57 CHF | 2.58 CHF | 136,000 | 136,000 | 137,170 | 137,170 | 350,056 CHF | 351,429 CHF | 98.83% | 98.83% |
07/04/2025 | 0.42% | 2.46 CHF | 2.47 CHF | 140,000 | 140,000 | 143,688 | 143,688 | 338,214 CHF | 339,650 CHF | 93.10% | 93.10% |
04/04/2025 | 0.74% | 2.60 CHF | 2.61 CHF | 136,000 | 136,000 | 110,347 | 110,347 | 291,330 CHF | 292,753 CHF | 96.73% | 96.73% |
03/04/2025 | 0.31% | 3.12 CHF | 3.13 CHF | 120,000 | 120,000 | 118,955 | 118,955 | 378,526 CHF | 379,715 CHF | 97.90% | 97.90% |