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 | 0.92% | 1.99 CHF | 2.01 CHF | 30,000 | 10,000 | 29,860 | 9,957 | 58,217 CHF | 19,589 CHF | 99.03% | 99.03% |
15/04/2025 | 0.91% | 1.97 CHF | 1.99 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 58,580 CHF | 39,412 CHF | 99.44% | 99.44% |
14/04/2025 | 1.00% | 1.89 CHF | 1.91 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 53,394 CHF | 35,952 CHF | 99.94% | 99.94% |
11/04/2025 | 1.16% | 1.65 CHF | 1.67 CHF | 40,000 | 20,000 | 37,628 | 19,022 | 60,402 CHF | 30,887 CHF | 96.02% | 96.02% |
10/04/2025 | 1.53% | 1.70 CHF | 1.73 CHF | 30,000 | 20,000 | 30,000 | 17,062 | 55,025 CHF | 31,451 CHF | 91.33% | 91.33% |
09/04/2025 | 1.96% | 1.46 CHF | 1.49 CHF | 40,000 | 5,000 | 40,000 | 5,000 | 60,702 CHF | 7,738 CHF | 94.70% | 94.70% |
08/04/2025 | 1.46% | 1.73 CHF | 1.75 CHF | 30,000 | 10,000 | 37,078 | 8,842 | 60,081 CHF | 14,692 CHF | 95.28% | 95.28% |
07/04/2025 | 2.81% | 1.49 CHF | 1.53 CHF | 40,000 | 2,000 | 40,372 | 3,050 | 54,224 CHF | 4,206 CHF | 75.44% | 75.44% |
04/04/2025 | 1.40% | 1.74 CHF | 1.76 CHF | 30,000 | 10,000 | 31,219 | 8,495 | 57,689 CHF | 15,966 CHF | 87.26% | 87.26% |
03/04/2025 | 1.17% | 2.28 CHF | 2.31 CHF | 30,000 | 5,000 | 30,000 | 7,821 | 70,300 CHF | 18,598 CHF | 96.41% | 96.41% |