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 | 1.90% | 1.64 CHF | 1.68 CHF | 40,000 | 25,000 | 56,473 | 48,533 | 92,218 CHF | 80,519 CHF | 100.00% | 100.00% |
02/05/2025 | 1.24% | 1.62 CHF | 1.64 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 120,366 CHF | 121,866 CHF | 99.27% | 99.27% |
30/04/2025 | 1.28% | 1.59 CHF | 1.61 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 119,355 CHF | 120,894 CHF | 99.96% | 99.96% |
29/04/2025 | 1.24% | 1.60 CHF | 1.62 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 119,760 CHF | 121,260 CHF | 99.95% | 99.95% |
28/04/2025 | 1.56% | 1.57 CHF | 1.59 CHF | 75,000 | 75,000 | 67,443 | 64,204 | 106,742 CHF | 103,040 CHF | 91.82% | 91.82% |
25/04/2025 | 2.57% | 1.57 CHF | 1.61 CHF | 40,000 | 25,000 | 39,986 | 24,994 | 62,491 CHF | 40,078 CHF | 99.82% | 99.82% |
24/04/2025 | 1.97% | 1.54 CHF | 1.58 CHF | 40,000 | 25,000 | 58,141 | 50,916 | 88,751 CHF | 79,015 CHF | 91.65% | 91.65% |
23/04/2025 | 2.97% | 1.51 CHF | 1.59 CHF | 22,500 | 7,500 | 36,819 | 21,819 | 55,631 CHF | 33,861 CHF | 97.57% | 97.57% |
22/04/2025 | 1.81% | 1.45 CHF | 1.47 CHF | 75,000 | 75,000 | 65,373 | 61,043 | 94,320 CHF | 89,490 CHF | 100.00% | 100.00% |
17/04/2025 | 2.60% | 1.51 CHF | 1.55 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 60,064 CHF | 38,529 CHF | 99.05% | 99.05% |