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 | 0.67% | 1.48 CHF | 1.49 CHF | 450,000 | 150,000 | 414,933 | 138,311 | 612,904 CHF | 205,684 CHF | 88.17% | 88.17% |
16/04/2025 | 0.68% | 1.51 CHF | 1.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 657,843 CHF | 220,781 CHF | 98.78% | 98.78% |
15/04/2025 | 0.72% | 1.43 CHF | 1.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 621,909 CHF | 208,803 CHF | 99.09% | 99.09% |
14/04/2025 | 0.72% | 1.32 CHF | 1.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 619,384 CHF | 207,961 CHF | 99.06% | 99.06% |
11/04/2025 | 0.76% | 1.32 CHF | 1.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 588,219 CHF | 197,573 CHF | 98.73% | 98.73% |
10/04/2025 | 0.72% | 1.38 CHF | 1.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 621,019 CHF | 208,506 CHF | 92.59% | 92.59% |
09/04/2025 | 0.74% | 1.31 CHF | 1.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 608,361 CHF | 204,287 CHF | 98.27% | 98.27% |
08/04/2025 | 0.79% | 1.33 CHF | 1.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 565,075 CHF | 189,858 CHF | 96.92% | 96.92% |
07/04/2025 | 1.78% | 1.26 CHF | 1.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 494,988 CHF | 167,914 CHF | 89.37% | 89.37% |
04/04/2025 | 0.92% | 1.15 CHF | 1.16 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 487,078 CHF | 163,859 CHF | 85.56% | 85.56% |