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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28/04/2025 | 0.63% | 2.27 CHF | 2.29 CHF | 30,000 | 25,000 | 30,000 | 24,009 | 67,678 CHF | 54,516 CHF | 100.00% | 100.00% |
25/04/2025 | 1.07% | 2.25 CHF | 2.28 CHF | 30,000 | 20,000 | 29,973 | 19,986 | 67,786 CHF | 45,688 CHF | 99.92% | 99.92% |
24/04/2025 | 1.24% | 2.22 CHF | 2.25 CHF | 10,000 | 10,000 | 11,389 | 11,389 | 25,743 CHF | 26,058 CHF | 99.35% | 99.35% |
23/04/2025 | 1.26% | 2.35 CHF | 2.40 CHF | 30,000 | 5,000 | 30,000 | 17,352 | 69,625 CHF | 40,745 CHF | 96.93% | 96.93% |
22/04/2025 | 1.05% | 2.40 CHF | 2.42 CHF | 12,500 | 12,500 | 11,609 | 11,609 | 27,782 CHF | 28,065 CHF | 99.95% | 99.95% |
17/04/2025 | 1.02% | 2.24 CHF | 2.26 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 66,127 CHF | 44,536 CHF | 98.60% | 98.60% |
16/04/2025 | 1.16% | 2.20 CHF | 2.23 CHF | 30,000 | 20,000 | 29,866 | 19,914 | 64,553 CHF | 43,540 CHF | 99.41% | 99.41% |
15/04/2025 | 1.14% | 2.19 CHF | 2.22 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 64,248 CHF | 43,323 CHF | 99.88% | 99.88% |
14/04/2025 | 1.02% | 2.09 CHF | 2.11 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 62,099 CHF | 41,826 CHF | 100.00% | 100.00% |
11/04/2025 | 1.23% | 1.97 CHF | 1.99 CHF | 30,000 | 20,000 | 28,510 | 19,098 | 55,865 CHF | 37,870 CHF | 96.09% | 96.09% |