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 | 0.46% | 2.14 CHF | 2.15 CHF | 265,000 | 265,000 | 261,865 | 261,865 | 570,574 CHF | 573,193 CHF | 94.03% | 94.03% |
29/04/2025 | 0.45% | 2.17 CHF | 2.18 CHF | 265,000 | 265,000 | 261,746 | 261,746 | 573,985 CHF | 576,603 CHF | 94.85% | 94.85% |
28/04/2025 | 0.44% | 2.24 CHF | 2.25 CHF | 260,000 | 260,000 | 255,515 | 255,515 | 577,940 CHF | 580,498 CHF | 93.55% | 93.55% |
25/04/2025 | 0.45% | 2.26 CHF | 2.27 CHF | 255,000 | 255,000 | 259,096 | 259,096 | 575,680 CHF | 578,271 CHF | 93.60% | 93.60% |
24/04/2025 | 0.49% | 2.14 CHF | 2.15 CHF | 265,000 | 265,000 | 270,607 | 270,607 | 556,305 CHF | 559,018 CHF | 94.15% | 94.15% |
23/04/2025 | 0.49% | 2.06 CHF | 2.07 CHF | 270,000 | 270,000 | 273,653 | 273,653 | 558,324 CHF | 561,060 CHF | 91.40% | 91.40% |
22/04/2025 | 0.54% | 1.91 CHF | 1.92 CHF | 285,000 | 285,000 | 285,277 | 285,277 | 532,914 CHF | 535,775 CHF | 96.53% | 96.53% |
17/04/2025 | 0.53% | 1.87 CHF | 1.88 CHF | 285,000 | 285,000 | 287,531 | 287,531 | 537,314 CHF | 540,190 CHF | 92.93% | 92.93% |
16/04/2025 | 0.55% | 1.83 CHF | 1.84 CHF | 290,000 | 290,000 | 293,279 | 293,279 | 529,778 CHF | 532,714 CHF | 88.77% | 88.77% |
15/04/2025 | 0.54% | 1.82 CHF | 1.83 CHF | 290,000 | 290,000 | 290,447 | 290,447 | 535,539 CHF | 538,443 CHF | 93.80% | 93.80% |