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 | 0.71% | 1.41 CHF | 1.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 422,554 CHF | 141,851 CHF | 86.89% | 86.89% |
16/04/2025 | 0.72% | 1.45 CHF | 1.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 416,559 CHF | 139,853 CHF | 98.73% | 98.73% |
15/04/2025 | 0.76% | 1.35 CHF | 1.36 CHF | 300,000 | 100,000 | 301,431 | 100,477 | 394,036 CHF | 132,350 CHF | 99.08% | 99.08% |
14/04/2025 | 0.77% | 1.23 CHF | 1.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 579,479 CHF | 194,660 CHF | 98.94% | 98.94% |
11/04/2025 | 0.82% | 1.22 CHF | 1.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 543,956 CHF | 182,819 CHF | 98.88% | 98.88% |
10/04/2025 | 0.79% | 1.27 CHF | 1.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 569,528 CHF | 191,343 CHF | 92.49% | 92.49% |
09/04/2025 | 0.81% | 1.19 CHF | 1.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 551,044 CHF | 185,181 CHF | 98.11% | 98.11% |
08/04/2025 | 0.89% | 1.21 CHF | 1.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 503,617 CHF | 169,372 CHF | 96.78% | 96.78% |
07/04/2025 | 2.05% | 1.11 CHF | 1.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 428,865 CHF | 145,863 CHF | 81.58% | 81.58% |
04/04/2025 | 1.03% | 1.05 CHF | 1.06 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 437,937 CHF | 147,479 CHF | 96.16% | 96.16% |