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 | 0.82% | 2.93 CHF | 2.96 CHF | 20,000 | 20,000 | 19,915 | 19,914 | 57,648 CHF | 58,117 CHF | 99.38% | 99.38% |
15/04/2025 | 0.80% | 2.93 CHF | 2.95 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 57,485 CHF | 57,948 CHF | 99.97% | 99.97% |
14/04/2025 | 0.84% | 2.82 CHF | 2.84 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 56,024 CHF | 56,497 CHF | 100.00% | 100.00% |
11/04/2025 | 0.84% | 2.70 CHF | 2.72 CHF | 20,000 | 20,000 | 19,114 | 19,106 | 51,466 CHF | 51,862 CHF | 96.76% | 96.76% |
10/04/2025 | 1.36% | 2.72 CHF | 2.75 CHF | 25,000 | 25,000 | 24,096 | 21,081 | 66,013 CHF | 58,542 CHF | 91.67% | 91.67% |
09/04/2025 | 1.60% | 2.43 CHF | 2.47 CHF | 30,000 | 7,500 | 28,408 | 7,500 | 69,041 CHF | 18,566 CHF | 90.78% | 90.78% |
08/04/2025 | 1.20% | 2.71 CHF | 2.74 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 52,547 CHF | 26,589 CHF | 95.41% | 95.41% |
07/04/2025 | 2.07% | 2.42 CHF | 2.47 CHF | 30,000 | 2,500 | 28,716 | 3,753 | 69,978 CHF | 9,372 CHF | 75.89% | 75.89% |
04/04/2025 | 1.18% | 2.78 CHF | 2.81 CHF | 20,000 | 10,000 | 20,000 | 10,597 | 57,239 CHF | 30,719 CHF | 89.26% | 89.26% |
03/04/2025 | 1.13% | 3.10 CHF | 3.13 CHF | 20,000 | 7,500 | 20,160 | 10,568 | 62,077 CHF | 32,892 CHF | 98.41% | 98.41% |