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 | 0.67% | 1.42 CHF | 1.43 CHF | 79,900 | 79,900 | 79,900 | 79,900 | 118,089 CHF | 118,888 CHF | 99.92% | 99.92% |
15/04/2025 | 0.65% | 1.37 CHF | 1.38 CHF | 67,200 | 67,200 | 69,202 | 69,202 | 106,161 CHF | 106,853 CHF | 99.93% | 99.93% |
14/04/2025 | 0.61% | 1.58 CHF | 1.59 CHF | 49,900 | 49,900 | 49,900 | 49,900 | 81,230 CHF | 81,729 CHF | 99.69% | 99.69% |
11/04/2025 | 0.46% | 2.13 CHF | 2.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 107,505 CHF | 108,005 CHF | 96.79% | 96.79% |
10/04/2025 | 0.53% | 2.15 CHF | 2.16 CHF | 35,900 | 35,900 | 35,531 | 35,531 | 67,497 CHF | 67,852 CHF | 98.31% | 98.31% |
09/04/2025 | 0.35% | 2.83 CHF | 2.84 CHF | 57,800 | 57,800 | 57,766 | 57,766 | 166,962 CHF | 167,539 CHF | 98.12% | 98.12% |
08/04/2025 | 0.51% | 1.85 CHF | 1.86 CHF | 46,600 | 46,600 | 46,574 | 46,574 | 91,051 CHF | 91,517 CHF | 99.00% | 99.00% |
07/04/2025 | 0.45% | 2.22 CHF | 2.23 CHF | 73,300 | 73,300 | 74,296 | 74,296 | 164,898 CHF | 165,641 CHF | 91.68% | 98.22% |
04/04/2025 | 2.23% | 1.50 CHF | 1.53 CHF | 55,750 | 55,750 | 63,800 | 63,800 | 84,036 CHF | 85,227 CHF | 99.21% | 99.21% |
03/04/2025 | 1.01% | 1.04 CHF | 1.05 CHF | 131,600 | 131,600 | 131,600 | 131,600 | 129,616 CHF | 130,932 CHF | 97.17% | 97.17% |