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 | 0.46% | 2.17 CHF | 2.18 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 488,399 CHF | 163,550 CHF | 86.95% | 86.95% |
16/04/2025 | 0.47% | 2.22 CHF | 2.23 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 482,029 CHF | 161,426 CHF | 98.79% | 98.79% |
15/04/2025 | 0.49% | 2.10 CHF | 2.11 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 456,497 CHF | 152,916 CHF | 99.04% | 99.04% |
14/04/2025 | 0.50% | 1.92 CHF | 1.93 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 449,061 CHF | 150,437 CHF | 98.99% | 98.99% |
11/04/2025 | 0.53% | 1.89 CHF | 1.90 CHF | 225,000 | 75,000 | 263,573 | 87,858 | 494,255 CHF | 165,630 CHF | 98.69% | 98.69% |
10/04/2025 | 0.51% | 1.97 CHF | 1.98 CHF | 300,000 | 100,000 | 299,697 | 99,899 | 584,838 CHF | 195,945 CHF | 92.58% | 92.58% |
09/04/2025 | 0.53% | 1.84 CHF | 1.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 566,657 CHF | 189,886 CHF | 97.98% | 97.98% |
08/04/2025 | 0.57% | 1.88 CHF | 1.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 522,527 CHF | 175,176 CHF | 96.58% | 96.58% |
07/04/2025 | 1.31% | 1.73 CHF | 1.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 447,870 CHF | 151,236 CHF | 86.39% | 86.39% |
04/04/2025 | 0.65% | 1.64 CHF | 1.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 462,885 CHF | 155,295 CHF | 95.95% | 95.95% |