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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/04/2025 | 2.26% | 0.42 CHF | 0.43 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 13,140 CHF | 13,440 CHF | 100.00% | 100.00% |
28/04/2025 | 2.08% | 0.46 CHF | 0.47 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 14,254 CHF | 14,554 CHF | 100.00% | 100.00% |
25/04/2025 | 2.10% | 0.47 CHF | 0.48 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 18,873 CHF | 19,273 CHF | 100.00% | 100.00% |
24/04/2025 | 2.51% | 0.39 CHF | 0.40 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 13,750 CHF | 14,100 CHF | 100.00% | 100.00% |
23/04/2025 | 2.23% | 0.44 CHF | 0.45 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 15,555 CHF | 15,905 CHF | 100.00% | 100.00% |
22/04/2025 | 2.32% | 0.40 CHF | 0.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,659 CHF | 10,909 CHF | 100.00% | 100.00% |
17/04/2025 | 1.91% | 0.49 CHF | 0.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,980 CHF | 13,230 CHF | 100.00% | 100.00% |
16/04/2025 | 1.82% | 0.53 CHF | 0.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,589 CHF | 13,839 CHF | 100.00% | 100.00% |
15/04/2025 | 1.76% | 0.55 CHF | 0.56 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 11,285 CHF | 11,485 CHF | 100.00% | 100.00% |
14/04/2025 | 1.67% | 0.58 CHF | 0.59 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 11,869 CHF | 12,069 CHF | 100.00% | 100.00% |