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 | 0.93% | 2.61 CHF | 2.64 CHF | 20,000 | 20,000 | 19,915 | 19,914 | 51,275 CHF | 51,745 CHF | 99.36% | 99.36% |
15/04/2025 | 0.90% | 2.61 CHF | 2.63 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 51,084 CHF | 51,548 CHF | 99.86% | 99.86% |
14/04/2025 | 0.95% | 2.50 CHF | 2.52 CHF | 20,000 | 20,000 | 29,198 | 20,000 | 72,431 CHF | 50,097 CHF | 100.00% | 100.00% |
11/04/2025 | 1.04% | 2.38 CHF | 2.40 CHF | 30,000 | 20,000 | 28,520 | 19,105 | 67,661 CHF | 45,783 CHF | 96.59% | 96.59% |
10/04/2025 | 1.48% | 2.40 CHF | 2.43 CHF | 30,000 | 25,000 | 30,000 | 20,958 | 72,607 CHF | 51,493 CHF | 88.77% | 88.77% |
09/04/2025 | 1.83% | 2.12 CHF | 2.15 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 63,506 CHF | 16,170 CHF | 91.16% | 91.16% |
08/04/2025 | 1.36% | 2.39 CHF | 2.42 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 69,250 CHF | 23,398 CHF | 95.76% | 95.76% |
07/04/2025 | 2.38% | 2.09 CHF | 2.15 CHF | 30,000 | 2,500 | 30,000 | 3,767 | 63,631 CHF | 8,205 CHF | 74.77% | 74.77% |
04/04/2025 | 1.37% | 2.46 CHF | 2.49 CHF | 30,000 | 10,000 | 24,246 | 10,539 | 61,268 CHF | 27,182 CHF | 89.66% | 89.66% |
03/04/2025 | 1.26% | 2.78 CHF | 2.82 CHF | 20,000 | 7,500 | 20,160 | 10,579 | 55,650 CHF | 29,549 CHF | 98.03% | 98.03% |