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 | 0.67% | 1.64 CHF | 1.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,832 CHF | 82,382 CHF | 99.27% | 99.27% |
30/04/2025 | 0.62% | 1.62 CHF | 1.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,620 CHF | 81,120 CHF | 100.00% | 100.00% |
29/04/2025 | 0.64% | 1.57 CHF | 1.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,054 CHF | 78,554 CHF | 99.95% | 99.95% |
28/04/2025 | 0.84% | 1.53 CHF | 1.54 CHF | 50,000 | 50,000 | 48,018 | 45,045 | 72,927 CHF | 68,970 CHF | 100.00% | 100.00% |
25/04/2025 | 1.38% | 1.51 CHF | 1.53 CHF | 40,000 | 25,000 | 39,987 | 24,994 | 60,169 CHF | 38,132 CHF | 99.81% | 99.81% |
24/04/2025 | 0.97% | 1.47 CHF | 1.49 CHF | 40,000 | 25,000 | 45,556 | 38,890 | 67,299 CHF | 57,946 CHF | 99.32% | 99.32% |
23/04/2025 | 1.69% | 1.40 CHF | 1.44 CHF | 40,000 | 7,500 | 40,000 | 21,830 | 57,086 CHF | 31,714 CHF | 97.45% | 97.45% |
22/04/2025 | 0.97% | 1.47 CHF | 1.48 CHF | 50,000 | 50,000 | 47,250 | 42,514 | 67,852 CHF | 61,446 CHF | 100.00% | 100.00% |
17/04/2025 | 1.50% | 1.48 CHF | 1.50 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 57,991 CHF | 36,791 CHF | 98.65% | 98.65% |
16/04/2025 | 1.43% | 1.46 CHF | 1.48 CHF | 40,000 | 25,000 | 39,823 | 24,895 | 57,455 CHF | 36,432 CHF | 99.20% | 99.20% |