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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/04/2025 | 1.18% | 2.01 CHF | 2.03 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 59,736 CHF | 40,297 CHF | 100.00% | 100.00% |
11/04/2025 | 1.20% | 1.89 CHF | 1.91 CHF | 30,000 | 20,000 | 28,529 | 19,110 | 53,706 CHF | 36,393 CHF | 97.15% | 97.15% |
10/04/2025 | 1.93% | 1.91 CHF | 1.94 CHF | 30,000 | 25,000 | 30,000 | 21,016 | 57,868 CHF | 41,345 CHF | 90.15% | 90.15% |
09/04/2025 | 2.43% | 1.62 CHF | 1.66 CHF | 40,000 | 7,500 | 37,702 | 7,500 | 61,118 CHF | 12,496 CHF | 92.88% | 92.88% |
08/04/2025 | 1.72% | 1.89 CHF | 1.92 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 54,560 CHF | 18,501 CHF | 94.31% | 94.31% |
07/04/2025 | 3.07% | 1.60 CHF | 1.66 CHF | 40,000 | 2,500 | 37,704 | 3,772 | 61,358 CHF | 6,367 CHF | 74.09% | 74.09% |
04/04/2025 | 1.69% | 1.97 CHF | 2.00 CHF | 30,000 | 10,000 | 30,000 | 10,600 | 61,575 CHF | 22,154 CHF | 89.00% | 89.00% |
03/04/2025 | 1.52% | 2.29 CHF | 2.33 CHF | 30,000 | 7,500 | 30,000 | 10,589 | 68,116 CHF | 24,388 CHF | 97.76% | 97.76% |
02/04/2025 | 0.51% | 2.31 CHF | 2.32 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 69,092 CHF | 57,874 CHF | 99.99% | 99.99% |
01/04/2025 | 0.54% | 2.28 CHF | 2.30 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 68,663 CHF | 57,531 CHF | 97.42% | 97.42% |