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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/04/2025 | 0.53% | 2.40 CHF | 2.41 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 70,293 CHF | 58,887 CHF | 99.99% | 99.99% |
28/04/2025 | 0.61% | 2.35 CHF | 2.36 CHF | 30,000 | 25,000 | 30,000 | 24,009 | 69,817 CHF | 56,228 CHF | 100.00% | 100.00% |
25/04/2025 | 1.07% | 2.32 CHF | 2.35 CHF | 30,000 | 20,000 | 29,969 | 19,985 | 69,917 CHF | 47,122 CHF | 99.89% | 99.89% |
24/04/2025 | 1.21% | 2.29 CHF | 2.32 CHF | 10,000 | 10,000 | 11,389 | 11,389 | 26,554 CHF | 26,870 CHF | 99.34% | 99.34% |
23/04/2025 | 1.23% | 2.42 CHF | 2.47 CHF | 30,000 | 5,000 | 30,000 | 17,274 | 71,771 CHF | 41,801 CHF | 97.57% | 97.57% |
22/04/2025 | 1.08% | 2.47 CHF | 2.50 CHF | 12,500 | 12,500 | 11,609 | 11,609 | 28,597 CHF | 28,898 CHF | 100.00% | 100.00% |
17/04/2025 | 1.03% | 2.31 CHF | 2.34 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 68,260 CHF | 45,976 CHF | 98.60% | 98.60% |
16/04/2025 | 1.13% | 2.27 CHF | 2.30 CHF | 30,000 | 20,000 | 29,866 | 19,913 | 66,687 CHF | 44,968 CHF | 98.77% | 98.77% |
15/04/2025 | 1.04% | 2.26 CHF | 2.29 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 66,390 CHF | 44,724 CHF | 99.91% | 99.91% |
14/04/2025 | 1.06% | 2.16 CHF | 2.18 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 64,199 CHF | 43,257 CHF | 100.00% | 100.00% |