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 | 2.68% | 0.38 CHF | 0.39 CHF | 140,000 | 140,000 | 143,484 | 139,867 | 53,488 CHF | 53,618 CHF | 100.00% | 100.00% |
29/04/2025 | 2.72% | 0.36 CHF | 0.37 CHF | 150,000 | 130,000 | 144,862 | 129,756 | 52,966 CHF | 48,910 CHF | 100.00% | 100.00% |
28/04/2025 | 2.39% | 0.38 CHF | 0.39 CHF | 140,000 | 140,000 | 140,000 | 139,139 | 58,072 CHF | 59,090 CHF | 100.00% | 100.00% |
25/04/2025 | 2.28% | 0.44 CHF | 0.45 CHF | 140,000 | 140,000 | 140,000 | 139,672 | 60,782 CHF | 62,025 CHF | 100.00% | 100.00% |
24/04/2025 | 2.13% | 0.45 CHF | 0.46 CHF | 140,000 | 140,000 | 114,574 | 70,856 | 53,650 CHF | 33,817 CHF | 99.99% | 99.99% |
23/04/2025 | 2.02% | 0.51 CHF | 0.52 CHF | 100,000 | 65,000 | 107,096 | 64,900 | 52,492 CHF | 32,490 CHF | 100.00% | 100.00% |
22/04/2025 | 1.86% | 0.54 CHF | 0.55 CHF | 100,000 | 65,000 | 135,824 | 132,036 | 72,442 CHF | 71,737 CHF | 100.00% | 100.00% |
17/04/2025 | 1.73% | 0.55 CHF | 0.56 CHF | 140,000 | 140,000 | 140,000 | 139,883 | 80,232 CHF | 81,565 CHF | 100.00% | 100.00% |
16/04/2025 | 1.77% | 0.57 CHF | 0.58 CHF | 140,000 | 140,000 | 140,000 | 138,922 | 78,548 CHF | 79,340 CHF | 99.97% | 99.97% |
15/04/2025 | 1.68% | 0.56 CHF | 0.57 CHF | 140,000 | 140,000 | 139,784 | 139,408 | 82,831 CHF | 83,994 CHF | 99.93% | 99.93% |