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 | 1.08% | 0.89 CHF | 0.90 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 229,682 CHF | 232,182 CHF | 97.68% | 97.68% |
15/04/2025 | 1.13% | 0.85 CHF | 0.86 CHF | 250,000 | 250,000 | 204,735 | 204,735 | 179,613 CHF | 181,660 CHF | 99.40% | 99.40% |
14/04/2025 | 1.01% | 0.92 CHF | 0.93 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 196,555 CHF | 198,555 CHF | 100.00% | 100.00% |
11/04/2025 | 0.79% | 1.25 CHF | 1.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 252,264 CHF | 254,264 CHF | 93.58% | 93.58% |
10/04/2025 | 0.90% | 1.18 CHF | 1.19 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 221,206 CHF | 223,206 CHF | 90.35% | 90.35% |
09/04/2025 | 0.61% | 1.66 CHF | 1.67 CHF | 200,000 | 200,000 | 432,333 | 432,333 | 705,747 CHF | 710,072 CHF | 79.12% | 79.12% |
08/04/2025 | 2.48% | 1.10 CHF | 1.13 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 299,780 CHF | 307,280 CHF | 90.92% | 90.92% |
07/04/2025 | 2.09% | 1.33 CHF | 1.40 CHF | 50,000 | 50,000 | 245,164 | 245,164 | 362,874 CHF | 370,275 CHF | 60.47% | 66.28% |
04/04/2025 | 1.35% | 0.87 CHF | 0.88 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 94,864 CHF | 96,114 CHF | 91.55% | 91.55% |
03/04/2025 | 2.14% | 0.49 CHF | 0.50 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 57,849 CHF | 59,099 CHF | 96.00% | 96.00% |