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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/04/2025 | 0.73% | 1.32 CHF | 1.33 CHF | 230,000 | 230,000 | 227,494 | 227,494 | 308,928 CHF | 311,202 CHF | 100.00% | 100.00% |
29/04/2025 | 0.70% | 1.41 CHF | 1.42 CHF | 222,000 | 222,000 | 220,992 | 220,992 | 315,605 CHF | 317,815 CHF | 100.00% | 100.00% |
28/04/2025 | 0.76% | 1.33 CHF | 1.34 CHF | 230,000 | 230,000 | 232,046 | 232,046 | 304,899 CHF | 307,221 CHF | 100.00% | 100.00% |
25/04/2025 | 0.79% | 1.28 CHF | 1.29 CHF | 235,000 | 235,000 | 237,634 | 237,634 | 301,531 CHF | 303,908 CHF | 100.00% | 100.00% |
24/04/2025 | 0.82% | 1.24 CHF | 1.25 CHF | 239,000 | 239,000 | 242,755 | 242,755 | 294,821 CHF | 297,253 CHF | 99.14% | 99.14% |
23/04/2025 | 0.81% | 1.22 CHF | 1.23 CHF | 243,000 | 243,000 | 242,462 | 242,462 | 297,591 CHF | 300,016 CHF | 99.96% | 99.96% |
22/04/2025 | 0.87% | 1.17 CHF | 1.18 CHF | 247,000 | 247,000 | 251,846 | 251,846 | 287,589 CHF | 290,110 CHF | 99.41% | 99.41% |
17/04/2025 | 0.87% | 1.15 CHF | 1.16 CHF | 252,000 | 252,000 | 252,000 | 252,000 | 287,794 CHF | 290,314 CHF | 99.98% | 99.98% |
16/04/2025 | 0.88% | 1.14 CHF | 1.15 CHF | 252,000 | 252,000 | 252,466 | 252,466 | 286,792 CHF | 289,318 CHF | 99.45% | 99.45% |
15/04/2025 | 0.87% | 1.14 CHF | 1.15 CHF | 252,000 | 252,000 | 252,048 | 252,048 | 288,987 CHF | 291,507 CHF | 99.98% | 99.98% |