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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/04/2025 | 0.49% | 2.03 CHF | 2.04 CHF | 25,000 | 25,000 | 35,548 | 35,548 | 71,651 CHF | 72,007 CHF | 6.05% | 6.05% |
11/04/2025 | 0.53% | 1.90 CHF | 1.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,348 CHF | 94,848 CHF | 94.45% | 94.45% |
10/04/2025 | 0.73% | 1.94 CHF | 1.95 CHF | 50,000 | 50,000 | 36,158 | 36,158 | 71,055 CHF | 71,518 CHF | 90.49% | 90.49% |
09/04/2025 | 1.31% | 1.53 CHF | 1.55 CHF | 25,000 | 25,000 | 24,109 | 24,109 | 36,429 CHF | 36,912 CHF | 85.73% | 85.73% |
08/04/2025 | 0.73% | 1.92 CHF | 1.93 CHF | 50,000 | 50,000 | 48,900 | 48,900 | 88,261 CHF | 88,905 CHF | 93.82% | 93.82% |
07/04/2025 | 1.97% | 1.50 CHF | 1.53 CHF | 25,000 | 25,000 | 20,113 | 20,113 | 31,657 CHF | 32,276 CHF | 74.89% | 74.89% |
04/04/2025 | 0.47% | 2.01 CHF | 2.02 CHF | 25,000 | 25,000 | 25,852 | 25,852 | 55,265 CHF | 55,523 CHF | 93.05% | 93.05% |
03/04/2025 | 0.40% | 2.50 CHF | 2.51 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 61,707 CHF | 61,957 CHF | 99.48% | 99.48% |
02/04/2025 | 0.40% | 2.51 CHF | 2.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 62,502 CHF | 62,752 CHF | 99.58% | 99.58% |
01/04/2025 | 0.40% | 2.47 CHF | 2.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 61,965 CHF | 62,215 CHF | 100.00% | 100.00% |