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 | 0.96% | 2.65 CHF | 2.67 CHF | 20,000 | 20,000 | 19,915 | 19,913 | 51,907 CHF | 52,401 CHF | 99.31% | 99.31% |
15/04/2025 | 0.90% | 2.64 CHF | 2.66 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 51,724 CHF | 52,191 CHF | 99.88% | 99.88% |
14/04/2025 | 0.94% | 2.53 CHF | 2.55 CHF | 20,000 | 20,000 | 20,603 | 20,000 | 51,757 CHF | 50,731 CHF | 99.99% | 99.99% |
11/04/2025 | 1.03% | 2.41 CHF | 2.44 CHF | 30,000 | 20,000 | 28,529 | 19,110 | 68,582 CHF | 46,403 CHF | 97.27% | 97.27% |
10/04/2025 | 1.49% | 2.43 CHF | 2.47 CHF | 30,000 | 25,000 | 29,857 | 21,060 | 73,216 CHF | 52,444 CHF | 91.19% | 91.19% |
09/04/2025 | 1.81% | 2.15 CHF | 2.19 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 64,451 CHF | 16,407 CHF | 92.18% | 92.18% |
08/04/2025 | 1.30% | 2.42 CHF | 2.44 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 70,175 CHF | 23,697 CHF | 94.44% | 94.44% |
07/04/2025 | 2.34% | 2.12 CHF | 2.18 CHF | 30,000 | 2,500 | 30,000 | 3,773 | 64,582 CHF | 8,338 CHF | 75.75% | 75.75% |
04/04/2025 | 1.32% | 2.49 CHF | 2.52 CHF | 30,000 | 10,000 | 22,622 | 10,551 | 58,037 CHF | 27,572 CHF | 88.55% | 88.55% |
03/04/2025 | 1.20% | 2.81 CHF | 2.85 CHF | 20,000 | 7,500 | 20,162 | 10,602 | 56,311 CHF | 29,945 CHF | 97.23% | 97.23% |