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 | 1.24% | 1.65 CHF | 1.67 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 961,724 CHF | 324,575 CHF | 99.01% | 99.01% |
16/04/2025 | 1.28% | 1.60 CHF | 1.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 932,016 CHF | 314,672 CHF | 99.12% | 99.12% |
15/04/2025 | 1.30% | 1.59 CHF | 1.61 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 919,106 CHF | 310,369 CHF | 99.13% | 99.13% |
14/04/2025 | 1.37% | 1.47 CHF | 1.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 869,567 CHF | 293,856 CHF | 98.74% | 98.74% |
11/04/2025 | 1.49% | 1.34 CHF | 1.36 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 1,001,000 CHF | 338,666 CHF | 99.20% | 99.20% |
10/04/2025 | 1.42% | 1.37 CHF | 1.39 CHF | 750,000 | 250,000 | 697,723 | 232,574 | 977,399 CHF | 330,451 CHF | 90.02% | 90.02% |
09/04/2025 | 1.82% | 1.10 CHF | 1.12 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 820,168 CHF | 278,389 CHF | 93.90% | 93.90% |
08/04/2025 | 1.54% | 1.37 CHF | 1.39 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 969,741 CHF | 328,247 CHF | 99.15% | 99.15% |
07/04/2025 | 1.76% | 1.10 CHF | 1.12 CHF | 750,000 | 250,000 | 750,000 | 176,045 | 847,221 CHF | 202,746 CHF | 78.01% | 78.01% |
04/04/2025 | 0.65% | 1.44 CHF | 1.45 CHF | 750,000 | 250,000 | 639,354 | 189,292 | 974,064 CHF | 292,401 CHF | 88.79% | 88.79% |