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 | 1.23% | 0.78 CHF | 0.79 CHF | 300,000 | 300,000 | 157,463 | 157,079 | 127,691 CHF | 128,978 CHF | 99.99% | 99.99% |
30/04/2025 | 1.27% | 0.85 CHF | 0.86 CHF | 275,000 | 275,000 | 145,100 | 144,593 | 118,061 CHF | 119,095 CHF | 99.99% | 99.99% |
29/04/2025 | 1.28% | 0.82 CHF | 0.83 CHF | 275,000 | 275,000 | 145,087 | 142,716 | 114,362 CHF | 113,917 CHF | 100.00% | 100.00% |
28/04/2025 | 1.30% | 0.85 CHF | 0.86 CHF | 275,000 | 275,000 | 145,127 | 144,003 | 111,897 CHF | 112,477 CHF | 100.00% | 100.00% |
25/04/2025 | 1.03% | 0.85 CHF | 0.86 CHF | 300,000 | 300,000 | 158,350 | 158,298 | 151,769 CHF | 153,301 CHF | 99.94% | 99.94% |
24/04/2025 | 0.93% | 1.04 CHF | 1.05 CHF | 325,000 | 325,000 | 92,971 | 92,482 | 99,097 CHF | 99,503 CHF | 99.99% | 99.99% |
23/04/2025 | 0.95% | 1.01 CHF | 1.02 CHF | 160,000 | 160,000 | 84,728 | 84,144 | 89,221 CHF | 89,439 CHF | 99.87% | 99.87% |
22/04/2025 | 0.82% | 1.16 CHF | 1.17 CHF | 170,000 | 170,000 | 175,901 | 175,174 | 213,250 CHF | 214,116 CHF | 100.00% | 100.00% |
17/04/2025 | 0.89% | 1.14 CHF | 1.15 CHF | 350,000 | 350,000 | 184,011 | 183,807 | 207,848 CHF | 209,456 CHF | 99.98% | 99.98% |
16/04/2025 | 0.92% | 1.07 CHF | 1.08 CHF | 325,000 | 325,000 | 170,729 | 170,386 | 183,869 CHF | 185,200 CHF | 99.95% | 99.95% |