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 | 14.95% | 0.18 CHF | 0.21 CHF | 380,000 | 380,000 | 380,000 | 380,000 | 70,587 CHF | 81,987 CHF | 99.62% | 99.62% |
15/04/2025 | 15.76% | 0.17 CHF | 0.20 CHF | 380,000 | 380,000 | 379,609 | 379,609 | 66,628 CHF | 78,020 CHF | 99.83% | 99.83% |
14/04/2025 | 12.94% | 0.20 CHF | 0.23 CHF | 380,000 | 380,000 | 378,583 | 378,583 | 82,360 CHF | 93,731 CHF | 99.99% | 99.99% |
11/04/2025 | 9.81% | 0.32 CHF | 0.35 CHF | 380,000 | 380,000 | 401,553 | 401,553 | 116,656 CHF | 128,702 CHF | 99.77% | 99.77% |
10/04/2025 | 16.86% | 0.25 CHF | 0.28 CHF | 250,000 | 250,000 | 245,606 | 245,606 | 58,620 CHF | 67,231 CHF | 99.83% | 99.83% |
09/04/2025 | 8.79% | 0.40 CHF | 0.43 CHF | 250,000 | 250,000 | 230,249 | 230,251 | 83,858 CHF | 90,907 CHF | 97.51% | 97.51% |
08/04/2025 | 8.12% | 0.25 CHF | 0.28 CHF | 250,000 | 250,000 | 248,929 | 248,928 | 64,327 CHF | 69,631 CHF | 99.68% | 99.68% |
07/04/2025 | 7.55% | 0.31 CHF | 0.36 CHF | 25,000 | 25,000 | 198,685 | 198,688 | 77,336 CHF | 81,390 CHF | 96.16% | 96.16% |
04/04/2025 | 9.40% | 0.22 CHF | 0.24 CHF | 1,000,000 | 1,000,000 | 831,672 | 831,672 | 179,012 CHF | 193,055 CHF | 95.99% | 95.99% |
03/04/2025 | 8.79% | 0.16 CHF | 0.17 CHF | 1,000,000 | 1,000,000 | 955,398 | 955,398 | 138,661 CHF | 148,512 CHF | 93.90% | 93.90% |