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 | 2.60% | 0.38 CHF | 0.39 CHF | 435,000 | 435,000 | 434,800 | 434,800 | 165,488 CHF | 169,838 CHF | 98.75% | 98.75% |
15/04/2025 | 2.53% | 0.38 CHF | 0.39 CHF | 435,000 | 435,000 | 437,252 | 437,252 | 170,426 CHF | 174,798 CHF | 99.99% | 99.99% |
14/04/2025 | 2.52% | 0.39 CHF | 0.40 CHF | 435,000 | 435,000 | 437,628 | 437,628 | 171,416 CHF | 175,792 CHF | 99.96% | 99.96% |
11/04/2025 | 2.40% | 0.41 CHF | 0.42 CHF | 445,000 | 445,000 | 443,131 | 443,131 | 182,434 CHF | 186,865 CHF | 99.93% | 99.93% |
10/04/2025 | 2.36% | 0.42 CHF | 0.43 CHF | 445,000 | 445,000 | 444,203 | 444,203 | 185,864 CHF | 190,306 CHF | 99.94% | 99.94% |
09/04/2025 | 2.18% | 0.46 CHF | 0.47 CHF | 455,000 | 455,000 | 454,049 | 454,049 | 206,131 CHF | 210,672 CHF | 99.60% | 99.60% |
08/04/2025 | 2.36% | 0.41 CHF | 0.42 CHF | 440,000 | 440,000 | 444,315 | 444,315 | 186,863 CHF | 191,309 CHF | 99.92% | 99.92% |
07/04/2025 | 2.26% | 0.44 CHF | 0.45 CHF | 445,000 | 445,000 | 449,603 | 449,603 | 196,932 CHF | 201,428 CHF | 76.53% | 81.43% |
04/04/2025 | 9.25% | 0.35 CHF | 0.38 CHF | 212,500 | 212,500 | 247,329 | 247,329 | 76,890 CHF | 81,527 CHF | 99.86% | 99.86% |
03/04/2025 | 3.25% | 0.29 CHF | 0.30 CHF | 415,000 | 415,000 | 415,744 | 415,744 | 125,894 CHF | 130,051 CHF | 96.55% | 96.55% |