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 | 3.36% | 0.31 CHF | 0.32 CHF | 225,000 | 225,000 | 242,051 | 242,051 | 70,912 CHF | 73,332 CHF | 99.02% | 99.02% |
15/04/2025 | 3.48% | 0.32 CHF | 0.33 CHF | 225,000 | 225,000 | 243,476 | 243,477 | 68,707 CHF | 71,142 CHF | 99.82% | 99.82% |
14/04/2025 | 3.35% | 0.30 CHF | 0.31 CHF | 250,000 | 250,000 | 251,871 | 251,871 | 73,911 CHF | 76,430 CHF | 100.00% | 100.00% |
11/04/2025 | 5.19% | 0.26 CHF | 0.27 CHF | 300,000 | 300,000 | 182,864 | 182,864 | 45,209 CHF | 47,998 CHF | 99.93% | 99.93% |
10/04/2025 | 5.17% | 0.26 CHF | 0.27 CHF | 150,000 | 150,000 | 130,601 | 130,576 | 36,709 CHF | 38,622 CHF | 94.54% | 94.54% |
09/04/2025 | 10.27% | 0.20 CHF | 0.22 CHF | 40,000 | 40,000 | 73,124 | 73,121 | 13,668 CHF | 15,130 CHF | 96.88% | 96.88% |
08/04/2025 | 5.88% | 0.34 CHF | 0.36 CHF | 63,000 | 63,000 | 52,217 | 52,202 | 17,837 CHF | 18,876 CHF | 97.86% | 97.86% |
07/04/2025 | 6.94% | 0.31 CHF | 0.33 CHF | 23,000 | 23,000 | 39,724 | 39,724 | 10,969 CHF | 11,764 CHF | 79.04% | 79.04% |
04/04/2025 | 2.05% | 0.39 CHF | 0.40 CHF | 45,000 | 45,000 | 123,307 | 123,306 | 63,502 CHF | 64,735 CHF | 83.74% | 83.74% |
03/04/2025 | 1.31% | 0.72 CHF | 0.73 CHF | 150,000 | 150,000 | 149,467 | 149,467 | 113,852 CHF | 115,346 CHF | 99.39% | 99.39% |