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 | 0.85% | 2.74 CHF | 2.76 CHF | 20,000 | 20,000 | 19,915 | 19,914 | 53,738 CHF | 54,193 CHF | 99.38% | 99.38% |
15/04/2025 | 0.90% | 2.73 CHF | 2.75 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 53,547 CHF | 54,031 CHF | 99.79% | 99.79% |
14/04/2025 | 0.89% | 2.62 CHF | 2.65 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 52,097 CHF | 52,563 CHF | 100.00% | 100.00% |
11/04/2025 | 0.98% | 2.50 CHF | 2.53 CHF | 20,000 | 20,000 | 23,724 | 19,103 | 59,142 CHF | 48,140 CHF | 96.51% | 96.51% |
10/04/2025 | 1.38% | 2.53 CHF | 2.56 CHF | 25,000 | 25,000 | 24,109 | 21,029 | 61,357 CHF | 54,263 CHF | 90.46% | 90.46% |
09/04/2025 | 1.74% | 2.24 CHF | 2.28 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 67,209 CHF | 17,097 CHF | 93.52% | 93.52% |
08/04/2025 | 1.28% | 2.51 CHF | 2.54 CHF | 20,000 | 10,000 | 27,332 | 10,000 | 66,128 CHF | 24,619 CHF | 95.88% | 95.88% |
07/04/2025 | 2.25% | 2.21 CHF | 2.27 CHF | 30,000 | 2,500 | 30,000 | 3,771 | 67,338 CHF | 8,680 CHF | 76.17% | 76.17% |
04/04/2025 | 1.31% | 2.58 CHF | 2.61 CHF | 20,000 | 10,000 | 20,000 | 10,547 | 53,300 CHF | 28,508 CHF | 90.67% | 90.67% |
03/04/2025 | 1.18% | 2.90 CHF | 2.94 CHF | 20,000 | 7,500 | 20,161 | 10,589 | 58,135 CHF | 30,875 CHF | 97.54% | 97.54% |