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 | 0.67% | 1.43 CHF | 1.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 672,579 CHF | 225,693 CHF | 98.94% | 98.94% |
11/04/2025 | 0.70% | 1.45 CHF | 1.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 645,245 CHF | 216,582 CHF | 98.77% | 98.77% |
10/04/2025 | 0.66% | 1.51 CHF | 1.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 685,727 CHF | 230,076 CHF | 92.23% | 92.23% |
09/04/2025 | 0.66% | 1.46 CHF | 1.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 675,345 CHF | 226,615 CHF | 98.06% | 98.06% |
08/04/2025 | 0.72% | 1.46 CHF | 1.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 622,021 CHF | 208,840 CHF | 96.83% | 96.83% |
07/04/2025 | 1.57% | 1.38 CHF | 1.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 558,670 CHF | 189,136 CHF | 86.35% | 86.35% |
04/04/2025 | 0.84% | 1.27 CHF | 1.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 535,330 CHF | 179,943 CHF | 96.24% | 96.24% |
03/04/2025 | 0.73% | 1.34 CHF | 1.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 611,486 CHF | 205,329 CHF | 96.10% | 96.10% |
02/04/2025 | 0.69% | 1.49 CHF | 1.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 645,531 CHF | 216,677 CHF | 98.62% | 98.62% |
01/04/2025 | 0.73% | 1.49 CHF | 1.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 616,125 CHF | 206,875 CHF | 97.70% | 97.70% |