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 | 1.01% | 2.54 CHF | 2.57 CHF | 20,000 | 20,000 | 22,415 | 19,914 | 56,044 CHF | 50,348 CHF | 99.39% | 99.39% |
15/04/2025 | 0.98% | 2.53 CHF | 2.56 CHF | 20,000 | 20,000 | 27,115 | 20,000 | 67,232 CHF | 50,147 CHF | 99.78% | 99.78% |
14/04/2025 | 0.89% | 2.43 CHF | 2.45 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 72,336 CHF | 48,657 CHF | 100.00% | 100.00% |
11/04/2025 | 1.05% | 2.31 CHF | 2.33 CHF | 30,000 | 20,000 | 28,515 | 19,102 | 65,610 CHF | 44,400 CHF | 96.38% | 96.38% |
10/04/2025 | 1.59% | 2.33 CHF | 2.36 CHF | 30,000 | 25,000 | 30,000 | 21,077 | 70,453 CHF | 50,308 CHF | 91.56% | 91.56% |
09/04/2025 | 1.87% | 2.04 CHF | 2.08 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 61,388 CHF | 15,637 CHF | 91.74% | 91.74% |
08/04/2025 | 1.41% | 2.32 CHF | 2.34 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 67,130 CHF | 22,692 CHF | 96.04% | 96.04% |
07/04/2025 | 2.45% | 2.03 CHF | 2.08 CHF | 30,000 | 2,500 | 30,000 | 3,770 | 61,514 CHF | 7,945 CHF | 75.37% | 75.37% |
04/04/2025 | 1.38% | 2.39 CHF | 2.42 CHF | 30,000 | 10,000 | 26,315 | 10,542 | 64,650 CHF | 26,446 CHF | 90.42% | 90.42% |
03/04/2025 | 1.28% | 2.71 CHF | 2.74 CHF | 20,000 | 7,500 | 20,160 | 10,569 | 54,216 CHF | 28,769 CHF | 98.38% | 98.38% |