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 | 0.99% | 2.41 CHF | 2.44 CHF | 30,000 | 20,000 | 29,867 | 19,914 | 70,871 CHF | 47,721 CHF | 99.41% | 99.41% |
15/04/2025 | 0.98% | 2.40 CHF | 2.43 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 70,591 CHF | 47,523 CHF | 99.84% | 99.84% |
14/04/2025 | 1.00% | 2.30 CHF | 2.32 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 68,399 CHF | 46,057 CHF | 99.99% | 99.99% |
11/04/2025 | 1.11% | 2.18 CHF | 2.20 CHF | 30,000 | 20,000 | 28,515 | 19,102 | 61,902 CHF | 41,916 CHF | 96.42% | 96.42% |
10/04/2025 | 1.63% | 2.20 CHF | 2.23 CHF | 30,000 | 25,000 | 30,000 | 21,151 | 66,523 CHF | 47,685 CHF | 93.35% | 93.35% |
09/04/2025 | 2.05% | 1.91 CHF | 1.95 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 57,443 CHF | 14,658 CHF | 92.39% | 92.39% |
08/04/2025 | 1.48% | 2.19 CHF | 2.21 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 63,170 CHF | 21,369 CHF | 96.27% | 96.27% |
07/04/2025 | 2.61% | 1.89 CHF | 1.95 CHF | 30,000 | 2,500 | 30,000 | 3,765 | 57,577 CHF | 7,440 CHF | 76.21% | 76.21% |
04/04/2025 | 1.48% | 2.26 CHF | 2.29 CHF | 30,000 | 10,000 | 29,378 | 10,578 | 68,631 CHF | 25,155 CHF | 89.67% | 89.67% |
03/04/2025 | 1.35% | 2.58 CHF | 2.61 CHF | 20,000 | 7,500 | 20,160 | 10,568 | 51,585 CHF | 27,388 CHF | 98.37% | 98.37% |