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 | 0.52% | 1.95 CHF | 1.96 CHF | 155,000 | 155,000 | 156,255 | 156,255 | 299,581 CHF | 301,144 CHF | 99.74% | 99.74% |
15/04/2025 | 0.52% | 1.96 CHF | 1.97 CHF | 155,000 | 155,000 | 155,218 | 155,218 | 300,278 CHF | 301,830 CHF | 99.94% | 99.94% |
14/04/2025 | 0.53% | 1.88 CHF | 1.89 CHF | 160,000 | 160,000 | 159,945 | 159,945 | 298,927 CHF | 300,527 CHF | 99.01% | 99.01% |
11/04/2025 | 0.60% | 1.67 CHF | 1.68 CHF | 170,000 | 170,000 | 169,056 | 169,056 | 280,281 CHF | 281,971 CHF | 99.51% | 99.51% |
10/04/2025 | 0.58% | 1.72 CHF | 1.73 CHF | 165,000 | 165,000 | 164,543 | 164,543 | 285,290 CHF | 286,936 CHF | 99.00% | 99.00% |
09/04/2025 | 0.67% | 1.44 CHF | 1.45 CHF | 180,000 | 180,000 | 177,276 | 177,276 | 263,241 CHF | 265,013 CHF | 97.83% | 97.83% |
08/04/2025 | 0.63% | 1.60 CHF | 1.61 CHF | 170,000 | 170,000 | 171,448 | 171,448 | 271,983 CHF | 273,699 CHF | 98.86% | 98.86% |
07/04/2025 | 0.70% | 1.51 CHF | 1.52 CHF | 175,000 | 175,000 | 179,672 | 179,672 | 256,386 CHF | 258,183 CHF | 92.51% | 92.51% |
04/04/2025 | 1.18% | 1.62 CHF | 1.63 CHF | 170,000 | 170,000 | 138,088 | 138,088 | 228,534 CHF | 230,313 CHF | 96.92% | 96.92% |
03/04/2025 | 0.48% | 2.03 CHF | 2.04 CHF | 150,000 | 150,000 | 148,705 | 148,705 | 309,673 CHF | 311,160 CHF | 97.84% | 97.84% |