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 | 0.36% | 2.77 CHF | 2.78 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 623,823 CHF | 208,691 CHF | 86.41% | 86.41% |
16/04/2025 | 0.36% | 2.82 CHF | 2.83 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 616,869 CHF | 206,373 CHF | 98.62% | 98.62% |
15/04/2025 | 0.38% | 2.69 CHF | 2.70 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 589,932 CHF | 197,394 CHF | 99.09% | 99.09% |
14/04/2025 | 0.39% | 2.51 CHF | 2.52 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 581,002 CHF | 194,417 CHF | 99.05% | 99.05% |
11/04/2025 | 0.41% | 2.46 CHF | 2.47 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 551,589 CHF | 184,613 CHF | 98.73% | 98.73% |
10/04/2025 | 0.40% | 2.54 CHF | 2.55 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 565,746 CHF | 189,332 CHF | 92.43% | 92.43% |
09/04/2025 | 0.41% | 2.38 CHF | 2.39 CHF | 300,000 | 100,000 | 290,899 | 96,966 | 704,826 CHF | 235,912 CHF | 97.97% | 97.97% |
08/04/2025 | 0.44% | 2.45 CHF | 2.46 CHF | 225,000 | 75,000 | 282,549 | 94,183 | 643,198 CHF | 215,341 CHF | 96.60% | 96.60% |
07/04/2025 | 1.02% | 2.26 CHF | 2.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 583,196 CHF | 196,363 CHF | 81.30% | 81.30% |
04/04/2025 | 0.48% | 2.17 CHF | 2.18 CHF | 300,000 | 100,000 | 275,710 | 91,903 | 573,025 CHF | 191,927 CHF | 96.00% | 96.00% |