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 | 0.82% | 1.19 CHF | 1.20 CHF | 230,000 | 230,000 | 227,493 | 227,493 | 278,006 CHF | 280,281 CHF | 100.00% | 100.00% |
29/04/2025 | 0.77% | 1.27 CHF | 1.28 CHF | 222,000 | 222,000 | 220,994 | 220,994 | 285,558 CHF | 287,768 CHF | 100.00% | 100.00% |
28/04/2025 | 0.85% | 1.19 CHF | 1.20 CHF | 230,000 | 230,000 | 232,074 | 232,074 | 273,373 CHF | 275,695 CHF | 100.00% | 100.00% |
25/04/2025 | 0.88% | 1.14 CHF | 1.15 CHF | 235,000 | 235,000 | 237,636 | 237,636 | 269,158 CHF | 271,535 CHF | 100.00% | 100.00% |
24/04/2025 | 0.93% | 1.10 CHF | 1.11 CHF | 239,000 | 239,000 | 242,865 | 242,865 | 261,825 CHF | 264,257 CHF | 99.09% | 99.09% |
23/04/2025 | 0.91% | 1.08 CHF | 1.09 CHF | 243,000 | 243,000 | 242,466 | 242,466 | 263,987 CHF | 266,411 CHF | 99.89% | 99.89% |
22/04/2025 | 0.99% | 1.03 CHF | 1.04 CHF | 247,000 | 247,000 | 251,820 | 251,820 | 252,698 CHF | 255,218 CHF | 99.41% | 99.41% |
17/04/2025 | 0.99% | 1.01 CHF | 1.02 CHF | 252,000 | 252,000 | 252,000 | 252,000 | 252,930 CHF | 255,450 CHF | 99.98% | 99.98% |
16/04/2025 | 1.00% | 1.00 CHF | 1.01 CHF | 252,000 | 252,000 | 252,421 | 252,421 | 251,729 CHF | 254,255 CHF | 99.50% | 99.50% |
15/04/2025 | 0.99% | 1.00 CHF | 1.01 CHF | 252,000 | 252,000 | 252,049 | 252,049 | 253,876 CHF | 256,397 CHF | 99.98% | 99.98% |