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 | 1.54% | 1.19 CHF | 1.21 CHF | 75,000 | 75,000 | 74,678 | 74,678 | 86,702 CHF | 88,038 CHF | 99.35% | 99.35% |
15/04/2025 | 1.61% | 1.22 CHF | 1.24 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 85,637 CHF | 87,024 CHF | 99.72% | 99.72% |
14/04/2025 | 1.54% | 1.13 CHF | 1.14 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 83,087 CHF | 84,378 CHF | 99.94% | 99.94% |
11/04/2025 | 2.22% | 0.92 CHF | 0.94 CHF | 75,000 | 75,000 | 71,295 | 71,270 | 65,354 CHF | 66,734 CHF | 96.82% | 96.82% |
10/04/2025 | 3.01% | 0.92 CHF | 0.94 CHF | 100,000 | 100,000 | 91,093 | 83,918 | 89,228 CHF | 84,064 CHF | 86.75% | 86.75% |
09/04/2025 | 4.39% | 0.75 CHF | 0.78 CHF | 70,000 | 25,000 | 73,844 | 25,000 | 53,392 CHF | 18,939 CHF | 95.53% | 95.53% |
08/04/2025 | 2.42% | 1.14 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 38,361 | 54,865 CHF | 43,548 CHF | 95.47% | 95.47% |
07/04/2025 | 4.24% | 1.05 CHF | 1.10 CHF | 50,000 | 10,000 | 55,152 | 13,492 | 54,709 CHF | 13,900 CHF | 76.37% | 76.37% |
04/04/2025 | 1.90% | 1.41 CHF | 1.44 CHF | 50,000 | 50,000 | 44,307 | 35,768 | 67,683 CHF | 55,793 CHF | 87.37% | 87.37% |
03/04/2025 | 1.63% | 1.80 CHF | 1.83 CHF | 30,000 | 25,000 | 39,527 | 36,305 | 73,393 CHF | 68,446 CHF | 97.28% | 97.28% |