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 | 0.48% | 2.10 CHF | 2.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 629,167 CHF | 210,722 CHF | 87.33% | 87.33% |
16/04/2025 | 0.48% | 2.13 CHF | 2.14 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 622,472 CHF | 208,491 CHF | 99.10% | 99.10% |
15/04/2025 | 0.50% | 2.04 CHF | 2.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 596,370 CHF | 199,790 CHF | 99.06% | 99.06% |
14/04/2025 | 0.51% | 1.91 CHF | 1.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 589,968 CHF | 197,656 CHF | 98.91% | 98.91% |
11/04/2025 | 0.53% | 1.88 CHF | 1.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 562,934 CHF | 188,645 CHF | 98.70% | 98.70% |
10/04/2025 | 0.52% | 1.95 CHF | 1.96 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 871,469 CHF | 291,990 CHF | 92.52% | 92.52% |
09/04/2025 | 0.53% | 1.84 CHF | 1.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 846,711 CHF | 283,737 CHF | 98.04% | 98.04% |
08/04/2025 | 0.56% | 1.88 CHF | 1.89 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 799,909 CHF | 268,136 CHF | 96.70% | 96.70% |
07/04/2025 | 1.26% | 1.77 CHF | 1.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 701,230 CHF | 236,688 CHF | 78.94% | 78.94% |
04/04/2025 | 0.62% | 1.68 CHF | 1.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 727,355 CHF | 243,952 CHF | 85.38% | 85.38% |