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 | 0.91% | 2.24 CHF | 2.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,310,650 CHF | 440,883 CHF | 99.14% | 99.14% |
15/04/2025 | 0.92% | 2.23 CHF | 2.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,293,390 CHF | 435,131 CHF | 99.11% | 99.11% |
14/04/2025 | 0.97% | 2.07 CHF | 2.09 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,228,860 CHF | 413,621 CHF | 98.74% | 98.74% |
11/04/2025 | 1.05% | 1.90 CHF | 1.92 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,135,800 CHF | 382,600 CHF | 99.18% | 99.18% |
10/04/2025 | 1.01% | 1.94 CHF | 1.96 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,184,500 CHF | 398,833 CHF | 90.01% | 90.01% |
09/04/2025 | 1.29% | 1.56 CHF | 1.58 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 929,798 CHF | 313,933 CHF | 93.86% | 93.86% |
08/04/2025 | 1.09% | 1.92 CHF | 1.94 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,094,230 CHF | 368,745 CHF | 99.13% | 99.13% |
07/04/2025 | 1.24% | 1.55 CHF | 1.57 CHF | 600,000 | 200,000 | 600,000 | 147,137 | 959,638 CHF | 238,312 CHF | 77.94% | 77.94% |
04/04/2025 | 0.47% | 2.02 CHF | 2.03 CHF | 600,000 | 200,000 | 600,000 | 149,383 | 1,287,120 CHF | 322,320 CHF | 88.67% | 88.67% |
03/04/2025 | 0.40% | 2.50 CHF | 2.51 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 1,481,000 CHF | 371,751 CHF | 99.24% | 99.24% |