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 | 0.51% | 1.94 CHF | 1.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 583,198 CHF | 195,399 CHF | 87.55% | 87.55% |
16/04/2025 | 0.52% | 1.98 CHF | 1.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 866,915 CHF | 290,472 CHF | 99.07% | 99.07% |
15/04/2025 | 0.54% | 1.89 CHF | 1.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 830,720 CHF | 278,407 CHF | 99.09% | 99.09% |
14/04/2025 | 0.54% | 1.77 CHF | 1.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 824,853 CHF | 276,451 CHF | 99.06% | 99.06% |
11/04/2025 | 0.57% | 1.77 CHF | 1.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 791,779 CHF | 265,426 CHF | 98.73% | 98.73% |
10/04/2025 | 0.54% | 1.84 CHF | 1.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 831,686 CHF | 278,729 CHF | 92.60% | 92.60% |
09/04/2025 | 0.55% | 1.77 CHF | 1.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 812,691 CHF | 272,397 CHF | 98.28% | 98.28% |
08/04/2025 | 0.59% | 1.78 CHF | 1.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 757,792 CHF | 254,097 CHF | 96.76% | 96.76% |
07/04/2025 | 1.32% | 1.67 CHF | 1.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 671,942 CHF | 226,929 CHF | 84.03% | 84.03% |
04/04/2025 | 0.66% | 1.59 CHF | 1.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 680,216 CHF | 228,239 CHF | 85.54% | 85.54% |