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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/04/2025 | 0.81% | 2.49 CHF | 2.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,469,470 CHF | 493,823 CHF | 99.15% | 99.15% |
15/04/2025 | 0.82% | 2.49 CHF | 2.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,454,620 CHF | 488,872 CHF | 99.12% | 99.12% |
14/04/2025 | 0.85% | 2.36 CHF | 2.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,402,110 CHF | 471,369 CHF | 98.75% | 98.75% |
11/04/2025 | 0.90% | 2.22 CHF | 2.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,325,160 CHF | 445,719 CHF | 99.19% | 99.19% |
10/04/2025 | 0.88% | 2.25 CHF | 2.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,363,160 CHF | 458,387 CHF | 90.02% | 90.02% |
09/04/2025 | 1.04% | 1.92 CHF | 1.94 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,146,930 CHF | 386,311 CHF | 93.85% | 93.85% |
08/04/2025 | 0.93% | 2.23 CHF | 2.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,284,440 CHF | 432,147 CHF | 99.19% | 99.19% |
07/04/2025 | 1.02% | 1.90 CHF | 1.92 CHF | 600,000 | 200,000 | 600,000 | 147,141 | 1,167,300 CHF | 288,834 CHF | 77.96% | 77.96% |
04/04/2025 | 0.41% | 2.31 CHF | 2.32 CHF | 600,000 | 200,000 | 600,000 | 122,750 | 1,450,010 CHF | 295,993 CHF | 88.77% | 88.77% |
03/04/2025 | 0.37% | 2.70 CHF | 2.71 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 1,606,850 CHF | 268,808 CHF | 99.24% | 99.24% |