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 | 1.10% | 2.31 CHF | 2.33 CHF | 30,000 | 20,000 | 29,866 | 19,914 | 67,787 CHF | 45,695 CHF | 99.44% | 99.44% |
15/04/2025 | 1.00% | 2.30 CHF | 2.33 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 67,547 CHF | 45,484 CHF | 99.89% | 99.89% |
14/04/2025 | 1.05% | 2.20 CHF | 2.22 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 65,345 CHF | 44,024 CHF | 100.00% | 100.00% |
11/04/2025 | 1.17% | 2.08 CHF | 2.10 CHF | 30,000 | 20,000 | 28,519 | 19,103 | 58,968 CHF | 39,951 CHF | 96.66% | 96.66% |
10/04/2025 | 1.71% | 2.10 CHF | 2.13 CHF | 30,000 | 25,000 | 30,000 | 21,089 | 63,472 CHF | 45,401 CHF | 91.78% | 91.78% |
09/04/2025 | 2.15% | 1.81 CHF | 1.85 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 54,394 CHF | 13,894 CHF | 92.69% | 92.69% |
08/04/2025 | 1.59% | 2.08 CHF | 2.11 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 60,126 CHF | 20,361 CHF | 96.82% | 96.82% |
07/04/2025 | 2.77% | 1.79 CHF | 1.85 CHF | 30,000 | 2,500 | 30,000 | 3,772 | 54,536 CHF | 7,071 CHF | 75.17% | 75.17% |
04/04/2025 | 1.52% | 2.16 CHF | 2.19 CHF | 30,000 | 10,000 | 30,000 | 10,575 | 67,145 CHF | 24,063 CHF | 88.81% | 88.81% |
03/04/2025 | 1.40% | 2.47 CHF | 2.51 CHF | 30,000 | 7,500 | 30,000 | 10,595 | 73,703 CHF | 26,373 CHF | 96.92% | 96.92% |