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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2025 | 1.53% | 0.63 CHF | 0.64 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 650,954 CHF | 660,954 CHF | 99.94% | 99.94% |
30/04/2025 | 1.58% | 0.63 CHF | 0.64 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 626,103 CHF | 636,103 CHF | 99.78% | 99.78% |
29/04/2025 | 1.63% | 0.61 CHF | 0.62 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 609,756 CHF | 619,756 CHF | 99.74% | 99.74% |
28/04/2025 | 1.55% | 0.63 CHF | 0.64 CHF | 1,000,000 | 1,000,000 | 999,105 | 999,105 | 642,674 CHF | 652,674 CHF | 99.65% | 99.65% |
25/04/2025 | 1.54% | 0.64 CHF | 0.65 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 646,044 CHF | 656,044 CHF | 100.00% | 100.00% |
24/04/2025 | 1.60% | 0.63 CHF | 0.64 CHF | 1,000,000 | 1,000,000 | 997,581 | 997,581 | 622,515 CHF | 632,515 CHF | 98.98% | 98.98% |
23/04/2025 | 1.63% | 0.65 CHF | 0.66 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 607,318 CHF | 617,318 CHF | 99.90% | 99.90% |
22/04/2025 | 1.89% | 0.53 CHF | 0.54 CHF | 1,000,000 | 1,000,000 | 997,232 | 997,232 | 525,204 CHF | 535,204 CHF | 99.84% | 99.84% |
17/04/2025 | 1.57% | 0.64 CHF | 0.65 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 631,110 CHF | 641,110 CHF | 98.93% | 98.93% |
16/04/2025 | 1.58% | 0.62 CHF | 0.63 CHF | 1,000,000 | 1,000,000 | 998,788 | 998,788 | 630,394 CHF | 640,394 CHF | 99.34% | 99.34% |