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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/04/2025 | 1.27% | 1.40 CHF | 1.42 CHF | 40,000 | 10,000 | 40,000 | 10,000 | 55,833 CHF | 14,136 CHF | 98.60% | 98.60% |
16/04/2025 | 1.30% | 1.42 CHF | 1.44 CHF | 40,000 | 10,000 | 39,812 | 9,957 | 55,033 CHF | 13,942 CHF | 99.29% | 99.29% |
15/04/2025 | 1.31% | 1.40 CHF | 1.42 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 55,404 CHF | 28,066 CHF | 99.68% | 99.68% |
14/04/2025 | 1.42% | 1.33 CHF | 1.34 CHF | 40,000 | 20,000 | 47,737 | 20,000 | 57,757 CHF | 24,619 CHF | 99.79% | 99.79% |
11/04/2025 | 1.75% | 1.09 CHF | 1.10 CHF | 50,000 | 20,000 | 48,635 | 19,018 | 50,503 CHF | 20,126 CHF | 95.77% | 95.77% |
10/04/2025 | 2.14% | 1.14 CHF | 1.16 CHF | 50,000 | 20,000 | 42,538 | 17,084 | 53,660 CHF | 21,775 CHF | 91.26% | 91.26% |
09/04/2025 | 3.08% | 0.89 CHF | 0.92 CHF | 60,000 | 5,000 | 59,016 | 5,000 | 56,184 CHF | 4,914 CHF | 94.43% | 94.43% |
08/04/2025 | 2.26% | 1.17 CHF | 1.19 CHF | 50,000 | 10,000 | 52,396 | 8,825 | 55,455 CHF | 9,654 CHF | 94.52% | 94.52% |
07/04/2025 | 4.81% | 0.92 CHF | 0.96 CHF | 60,000 | 2,000 | 69,218 | 3,040 | 53,696 CHF | 2,479 CHF | 75.49% | 75.49% |
04/04/2025 | 2.05% | 1.17 CHF | 1.20 CHF | 50,000 | 10,000 | 44,283 | 8,490 | 56,580 CHF | 11,165 CHF | 88.14% | 88.14% |