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 |
---|---|---|---|---|---|---|---|---|---|---|---|
05/05/2025 | 1.13% | 0.86 CHF | 0.87 CHF | 70,000 | 70,000 | 70,000 | 69,838 | 61,719 CHF | 62,270 CHF | 100.00% | 100.00% |
02/05/2025 | 1.09% | 0.87 CHF | 0.88 CHF | 75,000 | 75,000 | 75,000 | 74,900 | 69,174 CHF | 69,833 CHF | 100.00% | 100.00% |
30/04/2025 | 0.93% | 1.09 CHF | 1.10 CHF | 75,000 | 75,000 | 75,000 | 74,930 | 81,407 CHF | 82,088 CHF | 100.00% | 100.00% |
29/04/2025 | 0.90% | 1.14 CHF | 1.15 CHF | 75,000 | 75,000 | 75,000 | 74,852 | 83,238 CHF | 83,832 CHF | 100.00% | 100.00% |
28/04/2025 | 0.93% | 1.04 CHF | 1.05 CHF | 75,000 | 75,000 | 75,000 | 74,504 | 80,439 CHF | 80,645 CHF | 100.00% | 100.00% |
25/04/2025 | 0.92% | 1.08 CHF | 1.09 CHF | 75,000 | 75,000 | 75,000 | 74,811 | 81,476 CHF | 82,022 CHF | 100.00% | 100.00% |
24/04/2025 | 0.85% | 1.16 CHF | 1.17 CHF | 75,000 | 75,000 | 75,000 | 74,714 | 88,606 CHF | 89,015 CHF | 100.00% | 100.00% |
23/04/2025 | 0.86% | 1.16 CHF | 1.17 CHF | 80,000 | 80,000 | 80,000 | 79,878 | 92,707 CHF | 93,360 CHF | 100.00% | 100.00% |
22/04/2025 | 0.77% | 1.26 CHF | 1.27 CHF | 80,000 | 80,000 | 80,000 | 79,920 | 103,640 CHF | 104,337 CHF | 100.00% | 100.00% |
17/04/2025 | 0.83% | 1.19 CHF | 1.20 CHF | 80,000 | 80,000 | 80,000 | 79,923 | 95,793 CHF | 96,503 CHF | 100.00% | 100.00% |