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 | 1.77% | 0.56 CHF | 0.57 CHF | 723,800 | 723,800 | 723,800 | 723,800 | 405,013 CHF | 412,251 CHF | 99.99% | 99.99% |
28/04/2025 | 1.73% | 0.57 CHF | 0.58 CHF | 734,400 | 734,400 | 733,710 | 733,710 | 421,855 CHF | 429,199 CHF | 100.00% | 100.00% |
25/04/2025 | 1.80% | 0.56 CHF | 0.57 CHF | 762,500 | 762,500 | 762,500 | 762,500 | 420,276 CHF | 427,901 CHF | 99.89% | 99.89% |
24/04/2025 | 1.97% | 0.53 CHF | 0.54 CHF | 777,000 | 777,000 | 773,929 | 773,929 | 391,954 CHF | 399,724 CHF | 99.90% | 99.90% |
23/04/2025 | 1.95% | 0.52 CHF | 0.53 CHF | 881,200 | 881,200 | 881,200 | 881,200 | 448,232 CHF | 457,044 CHF | 99.11% | 99.11% |
22/04/2025 | 2.36% | 0.44 CHF | 0.45 CHF | 902,500 | 902,500 | 902,500 | 902,500 | 378,281 CHF | 387,306 CHF | 99.44% | 99.44% |
17/04/2025 | 2.32% | 0.43 CHF | 0.44 CHF | 873,600 | 873,600 | 873,600 | 873,600 | 372,271 CHF | 381,007 CHF | 99.85% | 99.85% |
16/04/2025 | 2.35% | 0.43 CHF | 0.44 CHF | 869,800 | 869,800 | 869,800 | 869,800 | 366,146 CHF | 374,844 CHF | 98.56% | 98.56% |
15/04/2025 | 2.30% | 0.44 CHF | 0.45 CHF | 921,100 | 921,100 | 587,592 | 587,592 | 253,343 CHF | 259,219 CHF | 99.49% | 99.49% |
14/04/2025 | 2.41% | 0.42 CHF | 0.43 CHF | 621,800 | 621,800 | 621,800 | 621,800 | 254,886 CHF | 261,104 CHF | 99.46% | 99.46% |