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 | 1.20% | 1.57 CHF | 1.58 CHF | 40,000 | 10,000 | 39,812 | 9,957 | 60,739 CHF | 15,372 CHF | 99.36% | 99.36% |
15/04/2025 | 1.15% | 1.55 CHF | 1.56 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 61,149 CHF | 30,929 CHF | 99.49% | 99.49% |
14/04/2025 | 1.23% | 1.47 CHF | 1.49 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 54,272 CHF | 27,471 CHF | 99.68% | 99.68% |
11/04/2025 | 1.49% | 1.23 CHF | 1.25 CHF | 50,000 | 20,000 | 47,117 | 19,021 | 55,746 CHF | 22,835 CHF | 95.85% | 95.85% |
10/04/2025 | 1.92% | 1.28 CHF | 1.31 CHF | 40,000 | 20,000 | 39,986 | 16,979 | 56,471 CHF | 24,088 CHF | 92.35% | 92.35% |
09/04/2025 | 2.68% | 1.04 CHF | 1.07 CHF | 50,000 | 5,000 | 50,000 | 5,000 | 54,804 CHF | 5,629 CHF | 95.39% | 95.39% |
08/04/2025 | 1.99% | 1.32 CHF | 1.34 CHF | 40,000 | 10,000 | 47,172 | 8,838 | 56,572 CHF | 10,945 CHF | 95.03% | 95.03% |
07/04/2025 | 4.08% | 1.07 CHF | 1.11 CHF | 50,000 | 2,000 | 58,784 | 3,041 | 54,046 CHF | 2,915 CHF | 75.48% | 75.48% |
04/04/2025 | 1.80% | 1.32 CHF | 1.34 CHF | 40,000 | 10,000 | 40,328 | 8,487 | 57,338 CHF | 12,371 CHF | 88.55% | 88.55% |
03/04/2025 | 1.42% | 1.85 CHF | 1.89 CHF | 30,000 | 5,000 | 30,000 | 7,833 | 57,526 CHF | 15,290 CHF | 97.27% | 97.27% |