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 | 1.69% | 0.61 CHF | 0.62 CHF | 215,000 | 215,000 | 226,414 | 226,414 | 133,463 CHF | 135,727 CHF | 98.86% | 98.86% |
15/04/2025 | 1.77% | 0.58 CHF | 0.59 CHF | 234,100 | 234,100 | 199,526 | 199,526 | 111,697 CHF | 113,692 CHF | 100.00% | 100.00% |
14/04/2025 | 1.42% | 0.61 CHF | 0.62 CHF | 176,700 | 176,700 | 201,486 | 201,486 | 141,287 CHF | 143,302 CHF | 99.99% | 99.99% |
11/04/2025 | 1.59% | 0.57 CHF | 0.58 CHF | 218,000 | 218,000 | 198,882 | 198,882 | 124,059 CHF | 126,048 CHF | 99.74% | 99.74% |
10/04/2025 | 1.37% | 0.66 CHF | 0.67 CHF | 186,300 | 186,300 | 194,493 | 194,493 | 141,850 CHF | 143,795 CHF | 99.80% | 99.80% |
09/04/2025 | 1.50% | 0.66 CHF | 0.67 CHF | 199,900 | 199,900 | 176,710 | 176,708 | 116,790 CHF | 118,555 CHF | 97.48% | 97.48% |
08/04/2025 | 1.20% | 0.81 CHF | 0.82 CHF | 161,000 | 161,000 | 153,248 | 153,248 | 127,466 CHF | 128,999 CHF | 99.27% | 99.27% |
07/04/2025 | 1.18% | 0.88 CHF | 0.89 CHF | 148,500 | 148,500 | 142,780 | 142,780 | 120,628 CHF | 122,056 CHF | 98.61% | 98.61% |
04/04/2025 | 1.10% | 0.96 CHF | 0.97 CHF | 139,000 | 139,000 | 109,505 | 109,505 | 99,716 CHF | 100,812 CHF | 99.01% | 99.01% |
03/04/2025 | 0.71% | 1.33 CHF | 1.34 CHF | 90,300 | 90,300 | 90,123 | 90,123 | 127,127 CHF | 128,028 CHF | 96.17% | 96.17% |