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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/04/2025 | 4.62% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 833,424 | 277,808 | 175,976 CHF | 61,437 CHF | 96.77% | 96.77% |
16/04/2025 | 5.06% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 173,571 CHF | 60,857 CHF | 98.35% | 98.35% |
15/04/2025 | 3.94% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 187,553 CHF | 65,018 CHF | 98.66% | 98.66% |
14/04/2025 | 3.46% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 213,065 CHF | 73,522 CHF | 96.28% | 96.28% |
11/04/2025 | 4.21% | 0.24 CHF | 0.25 CHF | 900,000 | 300,000 | 887,343 | 295,781 | 206,643 CHF | 71,839 CHF | 98.35% | 98.35% |
10/04/2025 | 3.05% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 764,697 | 254,899 | 249,401 CHF | 85,683 CHF | 92.93% | 92.93% |
09/04/2025 | 5.17% | 0.20 CHF | 0.21 CHF | 1,000,000 | 400,000 | 993,665 | 393,665 | 187,405 CHF | 78,118 CHF | 97.47% | 97.47% |
08/04/2025 | 5.14% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 957,402 | 357,402 | 182,465 CHF | 71,178 CHF | 97.90% | 97.90% |
07/04/2025 | 11.08% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 997,427 | 405,602 | 171,690 CHF | 77,217 CHF | 83.23% | 83.23% |
04/04/2025 | 5.41% | 0.24 CHF | 0.25 CHF | 900,000 | 300,000 | 961,621 | 361,970 | 173,882 CHF | 68,651 CHF | 96.00% | 96.00% |