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 | 0.51% | 2.00 CHF | 2.01 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,173,360 CHF | 393,118 CHF | 99.15% | 99.15% |
15/04/2025 | 0.52% | 1.99 CHF | 2.00 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,159,740 CHF | 388,579 CHF | 99.13% | 99.13% |
14/04/2025 | 0.54% | 1.87 CHF | 1.88 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,108,100 CHF | 371,366 CHF | 98.75% | 98.75% |
11/04/2025 | 0.58% | 1.73 CHF | 1.74 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,034,100 CHF | 346,700 CHF | 99.20% | 99.20% |
10/04/2025 | 0.56% | 1.76 CHF | 1.77 CHF | 600,000 | 200,000 | 647,814 | 215,938 | 1,163,190 CHF | 389,888 CHF | 90.04% | 90.04% |
09/04/2025 | 0.68% | 1.48 CHF | 1.49 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 1,103,840 CHF | 370,445 CHF | 93.90% | 93.90% |
08/04/2025 | 0.60% | 1.77 CHF | 1.78 CHF | 750,000 | 250,000 | 732,814 | 244,271 | 1,228,920 CHF | 412,081 CHF | 99.19% | 99.19% |
07/04/2025 | 0.94% | 1.47 CHF | 1.48 CHF | 750,000 | 250,000 | 750,000 | 176,039 | 1,124,860 CHF | 266,464 CHF | 77.99% | 77.99% |
04/04/2025 | 0.52% | 1.83 CHF | 1.84 CHF | 600,000 | 200,000 | 600,000 | 136,040 | 1,152,870 CHF | 262,137 CHF | 88.83% | 88.83% |
03/04/2025 | 0.46% | 2.20 CHF | 2.21 CHF | 600,000 | 125,000 | 600,000 | 125,000 | 1,306,870 CHF | 273,515 CHF | 99.23% | 99.23% |