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 | 1.00% | 26.78 CHF | 27.05 CHF | 13,481 | 14,198 | 14,142 | 14,440 | 378,045 CHF | 389,896 CHF | 100.00% | 100.00% |
15/04/2025 | 1.00% | 26.85 CHF | 27.12 CHF | 14,164 | 11,535 | 14,432 | 11,741 | 386,013 CHF | 317,199 CHF | 100.00% | 100.00% |
14/04/2025 | 1.01% | 26.73 CHF | 27.00 CHF | 13,174 | 13,466 | 14,008 | 13,694 | 374,415 CHF | 369,747 CHF | 100.00% | 100.00% |
11/04/2025 | 0.99% | 26.29 CHF | 26.55 CHF | 13,203 | 14,384 | 14,044 | 14,855 | 368,910 CHF | 394,094 CHF | 100.00% | 100.00% |
10/04/2025 | 1.01% | 26.48 CHF | 26.75 CHF | 13,579 | 12,692 | 14,241 | 14,594 | 380,310 CHF | 393,670 CHF | 99.15% | 99.15% |
09/04/2025 | 1.00% | 25.94 CHF | 26.20 CHF | 11,277 | 15,000 | 13,432 | 17,206 | 348,339 CHF | 450,959 CHF | 100.00% | 100.00% |
08/04/2025 | 1.01% | 26.70 CHF | 26.97 CHF | 10,000 | 30,000 | 9,995 | 29,773 | 266,103 CHF | 800,703 CHF | 99.25% | 99.25% |
07/04/2025 | 1.00% | 26.38 CHF | 26.65 CHF | 10,000 | 30,000 | 9,696 | 29,998 | 255,213 CHF | 797,649 CHF | 88.76% | 90.05% |
04/04/2025 | 1.00% | 27.03 CHF | 27.30 CHF | 6,639 | 28,493 | 7,125 | 29,219 | 194,649 CHF | 805,877 CHF | 100.00% | 100.00% |
03/04/2025 | 1.00% | 27.84 CHF | 28.12 CHF | 161 | 28,178 | 2,367 | 29,059 | 66,343 CHF | 820,974 CHF | 95.80% | 95.80% |