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 | 0.89% | 2.69 CHF | 2.72 CHF | 20,000 | 20,000 | 19,915 | 19,913 | 52,831 CHF | 53,295 CHF | 98.72% | 98.72% |
15/04/2025 | 0.87% | 2.68 CHF | 2.71 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 52,660 CHF | 53,123 CHF | 99.69% | 99.69% |
14/04/2025 | 0.89% | 2.58 CHF | 2.60 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 51,200 CHF | 51,657 CHF | 100.00% | 100.00% |
11/04/2025 | 0.99% | 2.46 CHF | 2.48 CHF | 30,000 | 20,000 | 28,362 | 19,104 | 69,501 CHF | 47,270 CHF | 96.65% | 96.65% |
10/04/2025 | 1.41% | 2.48 CHF | 2.51 CHF | 30,000 | 25,000 | 27,377 | 21,087 | 68,359 CHF | 53,446 CHF | 91.78% | 91.78% |
09/04/2025 | 1.78% | 2.19 CHF | 2.23 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 65,867 CHF | 16,762 CHF | 93.75% | 93.75% |
08/04/2025 | 1.31% | 2.46 CHF | 2.49 CHF | 30,000 | 10,000 | 28,213 | 10,000 | 67,105 CHF | 24,179 CHF | 95.95% | 95.95% |
07/04/2025 | 2.28% | 2.17 CHF | 2.23 CHF | 30,000 | 2,500 | 30,000 | 3,763 | 65,993 CHF | 8,491 CHF | 77.10% | 77.10% |
04/04/2025 | 1.33% | 2.54 CHF | 2.57 CHF | 20,000 | 10,000 | 20,000 | 10,543 | 52,402 CHF | 28,024 CHF | 90.95% | 90.95% |
03/04/2025 | 1.21% | 2.86 CHF | 2.89 CHF | 20,000 | 7,500 | 20,160 | 10,581 | 57,237 CHF | 30,386 CHF | 97.98% | 97.98% |