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 | 0.71% | 1.45 CHF | 1.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 631,174 CHF | 211,891 CHF | 98.78% | 98.78% |
15/04/2025 | 0.75% | 1.37 CHF | 1.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 600,458 CHF | 201,653 CHF | 99.19% | 99.19% |
14/04/2025 | 0.74% | 1.28 CHF | 1.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 603,671 CHF | 202,724 CHF | 99.06% | 99.06% |
11/04/2025 | 0.77% | 1.30 CHF | 1.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 578,863 CHF | 194,454 CHF | 98.82% | 98.82% |
10/04/2025 | 0.72% | 1.36 CHF | 1.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 620,222 CHF | 208,241 CHF | 92.58% | 92.58% |
09/04/2025 | 0.73% | 1.32 CHF | 1.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 612,704 CHF | 205,735 CHF | 98.20% | 98.20% |
08/04/2025 | 0.80% | 1.31 CHF | 1.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 560,870 CHF | 188,457 CHF | 96.86% | 96.86% |
07/04/2025 | 1.78% | 1.24 CHF | 1.25 CHF | 450,000 | 150,000 | 455,076 | 151,692 | 501,280 CHF | 170,072 CHF | 79.28% | 79.28% |
04/04/2025 | 0.94% | 1.14 CHF | 1.15 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 477,658 CHF | 160,719 CHF | 86.45% | 86.45% |
03/04/2025 | 0.83% | 1.19 CHF | 1.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 540,417 CHF | 181,639 CHF | 96.09% | 96.09% |