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 | 0.18% | 5.50 CHF | 5.51 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 757,780 CHF | 759,180 CHF | 100.00% | 100.00% |
29/04/2025 | 0.18% | 5.34 CHF | 5.35 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 762,565 CHF | 763,965 CHF | 99.97% | 99.97% |
28/04/2025 | 0.18% | 5.56 CHF | 5.57 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 792,707 CHF | 794,107 CHF | 100.00% | 100.00% |
25/04/2025 | 0.17% | 5.82 CHF | 5.83 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 808,092 CHF | 809,492 CHF | 99.94% | 99.94% |
24/04/2025 | 0.16% | 5.83 CHF | 5.84 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 925,504 CHF | 927,004 CHF | 99.97% | 99.97% |
23/04/2025 | 0.17% | 5.65 CHF | 5.66 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 865,892 CHF | 867,392 CHF | 99.68% | 99.68% |
22/04/2025 | 0.15% | 6.44 CHF | 6.45 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 1,022,970 CHF | 1,024,470 CHF | 100.00% | 100.00% |
17/04/2025 | 0.16% | 6.34 CHF | 6.35 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 921,432 CHF | 922,932 CHF | 99.92% | 99.92% |
16/04/2025 | 0.18% | 5.44 CHF | 5.45 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 766,500 CHF | 767,900 CHF | 99.82% | 99.82% |
15/04/2025 | 0.19% | 5.15 CHF | 5.16 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 729,867 CHF | 731,267 CHF | 99.66% | 99.66% |