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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/04/2025 | 0.40% | 2.58 CHF | 2.59 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 126,256 CHF | 126,752 CHF | 99.70% | 99.70% |
11/04/2025 | 0.38% | 2.69 CHF | 2.70 CHF | 50,000 | 50,000 | 49,509 | 49,509 | 132,872 CHF | 133,368 CHF | 95.42% | 95.42% |
10/04/2025 | 0.71% | 2.78 CHF | 2.80 CHF | 50,000 | 50,000 | 49,509 | 49,509 | 136,899 CHF | 137,873 CHF | 95.42% | 95.42% |
09/04/2025 | 0.34% | 3.10 CHF | 3.11 CHF | 50,000 | 50,000 | 48,903 | 48,903 | 149,037 CHF | 149,533 CHF | 92.32% | 92.32% |
08/04/2025 | 0.73% | 2.77 CHF | 2.79 CHF | 25,000 | 25,000 | 25,121 | 25,121 | 68,830 CHF | 69,328 CHF | 95.04% | 95.04% |
07/04/2025 | 1.18% | 2.76 CHF | 2.81 CHF | 25,000 | 25,000 | 24,781 | 24,781 | 68,621 CHF | 69,431 CHF | 93.55% | 93.55% |
04/04/2025 | 0.59% | 2.69 CHF | 2.71 CHF | 50,000 | 50,000 | 49,492 | 49,491 | 125,710 CHF | 126,454 CHF | 79.49% | 79.49% |
03/04/2025 | 0.46% | 2.29 CHF | 2.30 CHF | 50,000 | 50,000 | 49,515 | 49,515 | 107,596 CHF | 108,092 CHF | 96.55% | 96.55% |
02/04/2025 | 0.51% | 1.95 CHF | 1.96 CHF | 50,000 | 50,000 | 49,528 | 49,528 | 97,462 CHF | 97,957 CHF | 99.25% | 99.25% |
01/04/2025 | 0.53% | 1.91 CHF | 1.92 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 94,832 CHF | 95,327 CHF | 99.96% | 99.96% |