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 | 0.84% | 2.86 CHF | 2.89 CHF | 20,000 | 20,000 | 19,915 | 19,914 | 56,254 CHF | 56,723 CHF | 99.36% | 99.36% |
15/04/2025 | 0.82% | 2.86 CHF | 2.88 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 56,084 CHF | 56,548 CHF | 99.86% | 99.86% |
14/04/2025 | 0.86% | 2.75 CHF | 2.77 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 54,625 CHF | 55,097 CHF | 100.00% | 100.00% |
11/04/2025 | 0.92% | 2.63 CHF | 2.65 CHF | 20,000 | 20,000 | 19,119 | 19,112 | 50,112 CHF | 50,540 CHF | 97.33% | 97.33% |
10/04/2025 | 1.41% | 2.65 CHF | 2.68 CHF | 25,000 | 25,000 | 22,093 | 21,029 | 59,016 CHF | 56,931 CHF | 90.35% | 90.35% |
09/04/2025 | 1.65% | 2.36 CHF | 2.40 CHF | 30,000 | 7,500 | 29,530 | 7,500 | 69,812 CHF | 18,042 CHF | 92.30% | 92.30% |
08/04/2025 | 1.22% | 2.63 CHF | 2.66 CHF | 20,000 | 10,000 | 22,078 | 10,000 | 56,268 CHF | 25,886 CHF | 96.09% | 96.09% |
07/04/2025 | 2.13% | 2.34 CHF | 2.40 CHF | 30,000 | 2,500 | 30,000 | 3,759 | 71,098 CHF | 9,124 CHF | 75.10% | 75.10% |
04/04/2025 | 1.21% | 2.71 CHF | 2.74 CHF | 20,000 | 10,000 | 20,000 | 10,567 | 55,793 CHF | 29,871 CHF | 88.86% | 88.86% |
03/04/2025 | 1.15% | 3.03 CHF | 3.06 CHF | 20,000 | 7,500 | 20,161 | 10,587 | 60,674 CHF | 32,209 CHF | 97.80% | 97.80% |