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 | 0.76% | 1.31 CHF | 1.32 CHF | 155,000 | 155,000 | 155,000 | 155,000 | 202,617 CHF | 204,167 CHF | 99.94% | 99.94% |
16/04/2025 | 0.78% | 1.31 CHF | 1.32 CHF | 155,000 | 155,000 | 156,224 | 156,224 | 199,329 CHF | 200,892 CHF | 99.77% | 99.77% |
15/04/2025 | 0.77% | 1.32 CHF | 1.33 CHF | 155,000 | 155,000 | 155,219 | 155,219 | 200,901 CHF | 202,454 CHF | 99.93% | 99.93% |
14/04/2025 | 0.81% | 1.24 CHF | 1.25 CHF | 160,000 | 160,000 | 159,947 | 159,947 | 195,768 CHF | 197,368 CHF | 98.97% | 98.97% |
11/04/2025 | 0.98% | 1.03 CHF | 1.04 CHF | 170,000 | 170,000 | 169,057 | 169,057 | 171,864 CHF | 173,554 CHF | 99.43% | 99.43% |
10/04/2025 | 0.92% | 1.08 CHF | 1.09 CHF | 165,000 | 165,000 | 164,544 | 164,544 | 179,086 CHF | 180,732 CHF | 98.92% | 98.92% |
09/04/2025 | 1.18% | 0.80 CHF | 0.81 CHF | 180,000 | 180,000 | 177,274 | 177,274 | 149,663 CHF | 151,435 CHF | 97.98% | 97.98% |
08/04/2025 | 1.06% | 0.96 CHF | 0.97 CHF | 170,000 | 170,000 | 171,433 | 171,433 | 161,212 CHF | 162,928 CHF | 98.90% | 98.90% |
07/04/2025 | 1.28% | 0.87 CHF | 0.88 CHF | 175,000 | 175,000 | 179,659 | 179,659 | 140,274 CHF | 142,070 CHF | 92.94% | 92.94% |
04/04/2025 | 1.97% | 0.97 CHF | 0.98 CHF | 170,000 | 170,000 | 138,025 | 138,025 | 138,900 CHF | 140,680 CHF | 96.97% | 96.97% |