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 | 0.61% | 1.68 CHF | 1.69 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 978,279 CHF | 328,093 CHF | 99.01% | 99.01% |
16/04/2025 | 0.63% | 1.63 CHF | 1.64 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 943,366 CHF | 316,455 CHF | 99.12% | 99.12% |
15/04/2025 | 0.64% | 1.62 CHF | 1.63 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 930,291 CHF | 312,097 CHF | 99.11% | 99.11% |
14/04/2025 | 0.68% | 1.48 CHF | 1.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 873,420 CHF | 293,140 CHF | 98.75% | 98.75% |
11/04/2025 | 0.75% | 1.34 CHF | 1.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 799,335 CHF | 268,445 CHF | 99.20% | 99.20% |
10/04/2025 | 0.70% | 1.37 CHF | 1.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 851,650 CHF | 285,883 CHF | 90.02% | 90.02% |
09/04/2025 | 0.93% | 1.10 CHF | 1.11 CHF | 750,000 | 250,000 | 728,962 | 242,987 | 783,697 CHF | 263,662 CHF | 93.94% | 93.94% |
08/04/2025 | 0.77% | 1.38 CHF | 1.39 CHF | 600,000 | 200,000 | 602,992 | 200,997 | 782,835 CHF | 262,955 CHF | 99.16% | 99.16% |
07/04/2025 | 1.27% | 1.09 CHF | 1.10 CHF | 750,000 | 250,000 | 738,334 | 175,727 | 824,004 CHF | 199,357 CHF | 77.98% | 77.98% |
04/04/2025 | 0.65% | 1.45 CHF | 1.46 CHF | 600,000 | 200,000 | 600,000 | 176,162 | 924,761 CHF | 276,098 CHF | 88.76% | 88.76% |