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% | 2.81 CHF | 2.83 CHF | 20,000 | 20,000 | 19,915 | 19,914 | 55,192 CHF | 55,652 CHF | 99.37% | 99.37% |
15/04/2025 | 0.82% | 2.80 CHF | 2.83 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 55,031 CHF | 55,484 CHF | 99.75% | 99.75% |
14/04/2025 | 0.86% | 2.70 CHF | 2.72 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 53,564 CHF | 54,024 CHF | 99.88% | 99.88% |
11/04/2025 | 0.94% | 2.58 CHF | 2.60 CHF | 20,000 | 20,000 | 19,110 | 19,102 | 49,107 CHF | 49,534 CHF | 96.55% | 96.55% |
10/04/2025 | 1.37% | 2.60 CHF | 2.63 CHF | 25,000 | 25,000 | 24,098 | 21,089 | 63,060 CHF | 55,944 CHF | 91.77% | 91.77% |
09/04/2025 | 1.71% | 2.31 CHF | 2.35 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 69,385 CHF | 17,645 CHF | 93.38% | 93.38% |
08/04/2025 | 1.27% | 2.59 CHF | 2.61 CHF | 20,000 | 10,000 | 25,743 | 10,000 | 64,116 CHF | 25,361 CHF | 96.82% | 96.82% |
07/04/2025 | 2.18% | 2.29 CHF | 2.35 CHF | 30,000 | 2,500 | 30,000 | 3,760 | 69,522 CHF | 8,930 CHF | 76.28% | 76.28% |
04/04/2025 | 1.24% | 2.66 CHF | 2.69 CHF | 20,000 | 10,000 | 20,000 | 10,573 | 54,761 CHF | 29,341 CHF | 89.43% | 89.43% |
03/04/2025 | 1.17% | 2.97 CHF | 3.01 CHF | 20,000 | 7,500 | 20,161 | 10,576 | 59,610 CHF | 31,615 CHF | 97.51% | 97.51% |