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 | 0.96% | 2.48 CHF | 2.51 CHF | 30,000 | 20,000 | 29,866 | 19,913 | 72,958 CHF | 49,112 CHF | 98.74% | 98.74% |
15/04/2025 | 0.95% | 2.47 CHF | 2.50 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 72,689 CHF | 48,923 CHF | 99.83% | 99.83% |
14/04/2025 | 0.97% | 2.37 CHF | 2.39 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 70,499 CHF | 47,457 CHF | 100.00% | 100.00% |
11/04/2025 | 1.08% | 2.25 CHF | 2.27 CHF | 30,000 | 20,000 | 28,520 | 19,105 | 63,909 CHF | 43,261 CHF | 96.76% | 96.76% |
10/04/2025 | 1.54% | 2.27 CHF | 2.30 CHF | 30,000 | 25,000 | 30,000 | 21,087 | 68,654 CHF | 49,017 CHF | 91.81% | 91.81% |
09/04/2025 | 1.96% | 1.98 CHF | 2.02 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 59,558 CHF | 15,184 CHF | 92.56% | 92.56% |
08/04/2025 | 1.40% | 2.26 CHF | 2.28 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 65,305 CHF | 22,074 CHF | 96.36% | 96.36% |
07/04/2025 | 2.52% | 1.96 CHF | 2.02 CHF | 30,000 | 2,500 | 30,000 | 3,766 | 59,693 CHF | 7,709 CHF | 76.37% | 76.37% |
04/04/2025 | 1.42% | 2.33 CHF | 2.36 CHF | 30,000 | 10,000 | 27,644 | 10,565 | 66,318 CHF | 25,863 CHF | 90.06% | 90.06% |
03/04/2025 | 1.31% | 2.65 CHF | 2.68 CHF | 20,000 | 7,500 | 20,160 | 10,569 | 53,005 CHF | 28,132 CHF | 98.40% | 98.40% |