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 | 0.63% | 1.64 CHF | 1.65 CHF | 210,000 | 210,000 | 210,000 | 210,000 | 334,066 CHF | 336,166 CHF | 97.68% | 97.68% |
15/04/2025 | 0.64% | 1.67 CHF | 1.68 CHF | 220,000 | 220,000 | 183,785 | 183,785 | 287,507 CHF | 289,345 CHF | 99.35% | 99.35% |
14/04/2025 | 0.67% | 1.53 CHF | 1.54 CHF | 200,000 | 200,000 | 199,953 | 199,953 | 297,858 CHF | 299,859 CHF | 100.00% | 100.00% |
11/04/2025 | 0.79% | 1.31 CHF | 1.32 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 253,603 CHF | 255,603 CHF | 93.58% | 93.58% |
10/04/2025 | 0.71% | 1.33 CHF | 1.34 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 280,682 CHF | 282,682 CHF | 90.36% | 90.36% |
09/04/2025 | 0.95% | 1.07 CHF | 1.08 CHF | 190,000 | 190,000 | 406,829 | 406,828 | 424,492 CHF | 428,562 CHF | 79.14% | 79.14% |
08/04/2025 | 2.09% | 1.48 CHF | 1.51 CHF | 250,000 | 250,000 | 249,999 | 250,000 | 356,916 CHF | 364,417 CHF | 90.85% | 90.85% |
07/04/2025 | 2.48% | 1.25 CHF | 1.32 CHF | 43,000 | 43,000 | 210,667 | 210,667 | 259,979 CHF | 266,340 CHF | 60.55% | 66.51% |
04/04/2025 | 0.52% | 1.72 CHF | 1.73 CHF | 82,500 | 82,500 | 82,500 | 82,500 | 160,854 CHF | 161,679 CHF | 91.13% | 91.13% |
03/04/2025 | 0.39% | 2.51 CHF | 2.52 CHF | 77,500 | 77,500 | 77,500 | 77,500 | 200,962 CHF | 201,737 CHF | 95.91% | 95.91% |