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 | 0.22% | 4.70 CHF | 4.71 CHF | 100,000 | 100,000 | 99,058 | 99,058 | 451,391 CHF | 452,382 CHF | 99.31% | 99.31% |
15/04/2025 | 0.22% | 4.71 CHF | 4.72 CHF | 100,000 | 100,000 | 72,256 | 72,256 | 334,053 CHF | 334,777 CHF | 99.31% | 99.31% |
14/04/2025 | 0.24% | 4.37 CHF | 4.38 CHF | 50,000 | 50,000 | 49,528 | 49,528 | 212,638 CHF | 213,134 CHF | 99.52% | 99.52% |
11/04/2025 | 0.51% | 3.65 CHF | 3.66 CHF | 50,000 | 50,000 | 49,504 | 49,504 | 182,884 CHF | 183,818 CHF | 94.48% | 94.48% |
10/04/2025 | 0.60% | 4.09 CHF | 4.11 CHF | 50,000 | 50,000 | 45,101 | 45,101 | 185,735 CHF | 186,800 CHF | 95.32% | 95.32% |
09/04/2025 | 0.65% | 3.11 CHF | 3.13 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 154,300 CHF | 155,291 CHF | 88.52% | 88.52% |
08/04/2025 | 0.54% | 3.83 CHF | 3.85 CHF | 50,000 | 50,000 | 49,982 | 49,982 | 185,442 CHF | 186,432 CHF | 93.26% | 93.26% |
07/04/2025 | 1.04% | 3.32 CHF | 3.37 CHF | 50,000 | 50,000 | 49,635 | 49,635 | 158,926 CHF | 160,556 CHF | 90.26% | 90.26% |
04/04/2025 | 0.31% | 4.65 CHF | 4.67 CHF | 100,000 | 100,000 | 99,079 | 99,079 | 509,206 CHF | 510,716 CHF | 80.99% | 80.99% |
03/04/2025 | 0.15% | 6.47 CHF | 6.48 CHF | 90,000 | 90,000 | 89,125 | 89,125 | 614,260 CHF | 615,152 CHF | 96.63% | 96.63% |