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 | 0.41% | 2.52 CHF | 2.53 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 548,913 CHF | 183,721 CHF | 98.95% | 98.95% |
15/04/2025 | 0.43% | 2.39 CHF | 2.40 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 522,597 CHF | 174,949 CHF | 99.01% | 99.01% |
14/04/2025 | 0.44% | 2.21 CHF | 2.22 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 514,196 CHF | 172,149 CHF | 98.90% | 98.90% |
11/04/2025 | 0.46% | 2.17 CHF | 2.18 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 486,399 CHF | 162,883 CHF | 98.69% | 98.69% |
10/04/2025 | 0.45% | 2.25 CHF | 2.26 CHF | 225,000 | 75,000 | 227,094 | 75,698 | 505,669 CHF | 169,313 CHF | 92.51% | 92.51% |
09/04/2025 | 0.46% | 2.10 CHF | 2.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 645,462 CHF | 216,154 CHF | 98.03% | 98.03% |
08/04/2025 | 0.50% | 2.16 CHF | 2.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 602,990 CHF | 201,997 CHF | 96.50% | 96.50% |
07/04/2025 | 1.16% | 1.99 CHF | 2.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 509,989 CHF | 171,960 CHF | 79.64% | 79.64% |
04/04/2025 | 0.55% | 1.90 CHF | 1.91 CHF | 300,000 | 100,000 | 299,561 | 99,854 | 540,582 CHF | 181,193 CHF | 95.88% | 95.88% |
03/04/2025 | 0.46% | 2.13 CHF | 2.14 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 489,422 CHF | 163,891 CHF | 96.05% | 96.05% |