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 | 1.09% | 0.90 CHF | 0.91 CHF | 300,000 | 300,000 | 303,153 | 303,153 | 275,769 CHF | 278,801 CHF | 99.98% | 99.98% |
16/04/2025 | 1.09% | 0.91 CHF | 0.92 CHF | 305,000 | 305,000 | 305,426 | 305,426 | 278,864 CHF | 281,920 CHF | 97.49% | 97.49% |
15/04/2025 | 1.12% | 0.90 CHF | 0.91 CHF | 305,000 | 305,000 | 301,912 | 301,912 | 268,426 CHF | 271,445 CHF | 99.40% | 99.40% |
14/04/2025 | 1.06% | 0.93 CHF | 0.94 CHF | 310,000 | 310,000 | 306,701 | 306,701 | 287,721 CHF | 290,788 CHF | 99.99% | 99.99% |
11/04/2025 | 1.01% | 0.96 CHF | 0.97 CHF | 315,000 | 315,000 | 318,026 | 318,026 | 312,167 CHF | 315,347 CHF | 99.19% | 99.19% |
10/04/2025 | 1.05% | 0.96 CHF | 0.97 CHF | 315,000 | 315,000 | 308,921 | 308,921 | 293,621 CHF | 296,710 CHF | 99.39% | 99.39% |
09/04/2025 | 1.01% | 0.99 CHF | 1.00 CHF | 320,000 | 320,000 | 317,804 | 317,804 | 312,560 CHF | 315,738 CHF | 99.40% | 99.40% |
08/04/2025 | 1.03% | 0.97 CHF | 0.98 CHF | 310,000 | 310,000 | 310,387 | 310,387 | 300,761 CHF | 303,867 CHF | 99.78% | 99.78% |
07/04/2025 | 1.00% | 0.98 CHF | 0.99 CHF | 305,000 | 305,000 | 315,299 | 315,299 | 313,681 CHF | 316,834 CHF | 93.63% | 93.63% |
04/04/2025 | 1.90% | 0.94 CHF | 0.95 CHF | 300,000 | 300,000 | 253,612 | 253,612 | 238,630 CHF | 241,839 CHF | 94.08% | 94.08% |