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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/04/2025 | 0.50% | 2.01 CHF | 2.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 595,745 CHF | 199,582 CHF | 98.98% | 98.98% |
24/04/2025 | 0.53% | 1.91 CHF | 1.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 561,059 CHF | 188,020 CHF | 98.85% | 98.85% |
23/04/2025 | 0.54% | 1.90 CHF | 1.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 555,500 CHF | 186,167 CHF | 98.38% | 98.38% |
22/04/2025 | 0.61% | 1.65 CHF | 1.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 487,936 CHF | 163,645 CHF | 99.13% | 99.13% |
17/04/2025 | 0.63% | 1.60 CHF | 1.61 CHF | 300,000 | 100,000 | 303,146 | 101,049 | 481,933 CHF | 161,655 CHF | 96.91% | 96.91% |
16/04/2025 | 0.64% | 1.59 CHF | 1.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 697,634 CHF | 234,045 CHF | 99.06% | 99.06% |
15/04/2025 | 0.63% | 1.61 CHF | 1.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 708,148 CHF | 237,549 CHF | 99.02% | 99.02% |
14/04/2025 | 0.67% | 1.51 CHF | 1.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 672,850 CHF | 225,783 CHF | 99.06% | 99.06% |
11/04/2025 | 0.79% | 1.28 CHF | 1.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 566,839 CHF | 190,446 CHF | 98.56% | 98.56% |
10/04/2025 | 0.75% | 1.33 CHF | 1.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 600,930 CHF | 201,810 CHF | 92.91% | 92.91% |