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 | 0.43% | 2.36 CHF | 2.37 CHF | 255,000 | 255,000 | 258,309 | 258,309 | 597,546 CHF | 600,129 CHF | 100.00% | 100.00% |
30/04/2025 | 0.45% | 2.20 CHF | 2.21 CHF | 265,000 | 265,000 | 261,951 | 261,951 | 586,080 CHF | 588,700 CHF | 100.00% | 100.00% |
29/04/2025 | 0.44% | 2.22 CHF | 2.23 CHF | 265,000 | 265,000 | 261,764 | 261,764 | 589,525 CHF | 592,142 CHF | 100.00% | 100.00% |
28/04/2025 | 0.43% | 2.29 CHF | 2.30 CHF | 260,000 | 260,000 | 255,474 | 255,474 | 593,075 CHF | 595,632 CHF | 100.00% | 100.00% |
25/04/2025 | 0.44% | 2.32 CHF | 2.33 CHF | 255,000 | 255,000 | 259,058 | 259,058 | 591,037 CHF | 593,627 CHF | 100.00% | 100.00% |
24/04/2025 | 0.47% | 2.20 CHF | 2.21 CHF | 265,000 | 265,000 | 270,747 | 270,747 | 572,511 CHF | 575,225 CHF | 99.39% | 99.39% |
23/04/2025 | 0.48% | 2.12 CHF | 2.13 CHF | 270,000 | 270,000 | 273,593 | 273,593 | 574,521 CHF | 577,257 CHF | 99.84% | 99.84% |
22/04/2025 | 0.52% | 1.97 CHF | 1.98 CHF | 285,000 | 285,000 | 285,781 | 285,781 | 550,636 CHF | 553,498 CHF | 99.59% | 99.59% |
17/04/2025 | 0.52% | 1.93 CHF | 1.94 CHF | 285,000 | 285,000 | 287,516 | 287,516 | 554,192 CHF | 557,067 CHF | 99.97% | 99.97% |
16/04/2025 | 0.54% | 1.89 CHF | 1.90 CHF | 290,000 | 290,000 | 293,191 | 293,191 | 546,604 CHF | 549,540 CHF | 99.86% | 99.86% |