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 | 0.36% | 2.79 CHF | 2.80 CHF | 124,000 | 124,000 | 125,001 | 125,001 | 343,438 CHF | 344,688 CHF | 99.06% | 99.06% |
15/04/2025 | 0.36% | 2.80 CHF | 2.81 CHF | 124,000 | 124,000 | 124,176 | 124,176 | 343,712 CHF | 344,954 CHF | 99.27% | 99.27% |
14/04/2025 | 0.37% | 2.70 CHF | 2.71 CHF | 128,000 | 128,000 | 127,956 | 127,956 | 344,102 CHF | 345,382 CHF | 98.53% | 98.53% |
11/04/2025 | 0.41% | 2.44 CHF | 2.45 CHF | 136,000 | 136,000 | 135,235 | 135,235 | 328,092 CHF | 329,444 CHF | 98.01% | 98.01% |
10/04/2025 | 0.40% | 2.50 CHF | 2.51 CHF | 132,000 | 132,000 | 131,754 | 131,754 | 331,746 CHF | 333,063 CHF | 93.59% | 93.59% |
09/04/2025 | 0.45% | 2.15 CHF | 2.16 CHF | 144,000 | 144,000 | 141,840 | 141,840 | 313,750 CHF | 315,168 CHF | 91.65% | 91.65% |
08/04/2025 | 0.43% | 2.36 CHF | 2.37 CHF | 136,000 | 136,000 | 137,183 | 137,183 | 321,119 CHF | 322,492 CHF | 93.81% | 93.81% |
07/04/2025 | 0.46% | 2.27 CHF | 2.28 CHF | 140,000 | 140,000 | 143,714 | 143,714 | 308,569 CHF | 310,006 CHF | 83.05% | 83.05% |
04/04/2025 | 0.80% | 2.39 CHF | 2.40 CHF | 136,000 | 136,000 | 110,402 | 110,402 | 267,946 CHF | 269,370 CHF | 96.73% | 96.73% |
03/04/2025 | 0.34% | 2.90 CHF | 2.91 CHF | 120,000 | 120,000 | 118,967 | 118,967 | 352,396 CHF | 353,586 CHF | 96.16% | 96.16% |