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 | 1.77% | 0.56 CHF | 0.57 CHF | 435,000 | 435,000 | 434,819 | 434,819 | 244,080 CHF | 248,430 CHF | 98.76% | 98.76% |
15/04/2025 | 1.73% | 0.57 CHF | 0.58 CHF | 435,000 | 435,000 | 437,254 | 437,254 | 249,869 CHF | 254,242 CHF | 100.00% | 100.00% |
14/04/2025 | 1.73% | 0.57 CHF | 0.58 CHF | 435,000 | 435,000 | 437,626 | 437,626 | 250,735 CHF | 255,111 CHF | 100.00% | 100.00% |
11/04/2025 | 1.67% | 0.60 CHF | 0.61 CHF | 445,000 | 445,000 | 443,136 | 443,136 | 263,028 CHF | 267,459 CHF | 99.89% | 99.89% |
10/04/2025 | 1.65% | 0.60 CHF | 0.61 CHF | 445,000 | 445,000 | 444,197 | 444,197 | 266,378 CHF | 270,820 CHF | 99.91% | 99.91% |
09/04/2025 | 1.56% | 0.64 CHF | 0.65 CHF | 455,000 | 455,000 | 454,047 | 454,047 | 288,416 CHF | 292,956 CHF | 99.57% | 99.57% |
08/04/2025 | 1.65% | 0.59 CHF | 0.60 CHF | 440,000 | 440,000 | 444,314 | 444,314 | 267,563 CHF | 272,009 CHF | 99.88% | 99.88% |
07/04/2025 | 1.60% | 0.62 CHF | 0.63 CHF | 445,000 | 445,000 | 449,603 | 449,603 | 278,779 CHF | 283,275 CHF | 76.31% | 81.20% |
04/04/2025 | 6.08% | 0.53 CHF | 0.56 CHF | 212,500 | 212,500 | 247,270 | 247,270 | 121,738 CHF | 126,375 CHF | 99.82% | 99.82% |
03/04/2025 | 2.04% | 0.47 CHF | 0.48 CHF | 415,000 | 415,000 | 415,743 | 415,743 | 201,572 CHF | 205,729 CHF | 96.54% | 96.54% |