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 | 0.38% | 2.66 CHF | 2.67 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 130,071 CHF | 130,566 CHF | 99.97% | 99.97% |
11/04/2025 | 0.37% | 2.76 CHF | 2.77 CHF | 50,000 | 50,000 | 49,522 | 49,522 | 136,700 CHF | 137,196 CHF | 98.00% | 98.00% |
10/04/2025 | 0.69% | 2.86 CHF | 2.88 CHF | 50,000 | 50,000 | 49,506 | 49,506 | 140,852 CHF | 141,825 CHF | 94.93% | 94.93% |
09/04/2025 | 0.33% | 3.18 CHF | 3.19 CHF | 50,000 | 50,000 | 48,943 | 48,943 | 152,989 CHF | 153,485 CHF | 91.32% | 91.32% |
08/04/2025 | 0.71% | 2.86 CHF | 2.88 CHF | 25,000 | 25,000 | 25,175 | 25,175 | 71,018 CHF | 71,516 CHF | 94.11% | 94.11% |
07/04/2025 | 1.14% | 2.84 CHF | 2.89 CHF | 25,000 | 25,000 | 24,771 | 24,771 | 70,594 CHF | 71,405 CHF | 92.47% | 92.47% |
04/04/2025 | 0.58% | 2.78 CHF | 2.80 CHF | 50,000 | 50,000 | 49,534 | 49,534 | 130,403 CHF | 131,167 CHF | 84.44% | 84.44% |
03/04/2025 | 0.45% | 2.38 CHF | 2.39 CHF | 50,000 | 50,000 | 49,520 | 49,520 | 111,532 CHF | 112,027 CHF | 97.58% | 97.58% |
02/04/2025 | 0.49% | 2.04 CHF | 2.05 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 101,615 CHF | 102,111 CHF | 99.69% | 99.69% |
01/04/2025 | 0.50% | 1.99 CHF | 2.00 CHF | 50,000 | 50,000 | 49,527 | 49,527 | 98,980 CHF | 99,476 CHF | 99.39% | 99.39% |