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 | 1.27% | 2.00 CHF | 2.03 CHF | 30,000 | 20,000 | 29,866 | 19,914 | 58,677 CHF | 39,622 CHF | 99.39% | 99.39% |
15/04/2025 | 1.29% | 2.00 CHF | 2.02 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 58,326 CHF | 39,390 CHF | 99.89% | 99.89% |
14/04/2025 | 1.17% | 1.89 CHF | 1.91 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 56,185 CHF | 37,896 CHF | 99.86% | 99.86% |
11/04/2025 | 1.39% | 1.77 CHF | 1.79 CHF | 30,000 | 20,000 | 28,509 | 19,098 | 50,248 CHF | 34,119 CHF | 95.99% | 95.99% |
10/04/2025 | 2.05% | 1.79 CHF | 1.83 CHF | 30,000 | 25,000 | 30,000 | 20,969 | 54,317 CHF | 38,777 CHF | 89.11% | 89.11% |
09/04/2025 | 2.55% | 1.51 CHF | 1.54 CHF | 40,000 | 7,500 | 40,000 | 7,500 | 60,284 CHF | 11,595 CHF | 93.63% | 93.63% |
08/04/2025 | 1.83% | 1.78 CHF | 1.80 CHF | 30,000 | 10,000 | 34,731 | 10,000 | 58,707 CHF | 17,310 CHF | 96.50% | 96.50% |
07/04/2025 | 3.31% | 1.49 CHF | 1.54 CHF | 40,000 | 2,500 | 40,000 | 3,736 | 60,504 CHF | 5,866 CHF | 73.01% | 73.01% |
04/04/2025 | 1.75% | 1.85 CHF | 1.88 CHF | 30,000 | 10,000 | 30,000 | 10,539 | 58,037 CHF | 20,779 CHF | 88.19% | 88.19% |
03/04/2025 | 1.60% | 2.17 CHF | 2.21 CHF | 30,000 | 7,500 | 30,000 | 10,582 | 64,538 CHF | 23,110 CHF | 97.72% | 97.72% |