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 | 0.18% | 5.62 CHF | 5.63 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 418,463 CHF | 419,213 CHF | 98.83% | 98.83% |
30/04/2025 | 0.18% | 5.47 CHF | 5.48 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 408,457 CHF | 409,207 CHF | 100.00% | 100.00% |
29/04/2025 | 0.19% | 5.39 CHF | 5.40 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 396,654 CHF | 397,404 CHF | 99.95% | 99.95% |
28/04/2025 | 0.23% | 5.27 CHF | 5.28 CHF | 75,000 | 75,000 | 70,044 | 70,044 | 365,220 CHF | 366,020 CHF | 100.00% | 100.00% |
25/04/2025 | 0.38% | 5.25 CHF | 5.27 CHF | 50,000 | 50,000 | 49,989 | 49,989 | 264,411 CHF | 265,411 CHF | 99.74% | 99.74% |
24/04/2025 | 0.28% | 5.24 CHF | 5.26 CHF | 50,000 | 50,000 | 63,894 | 63,894 | 334,459 CHF | 335,320 CHF | 99.19% | 99.19% |
23/04/2025 | 0.45% | 5.19 CHF | 5.23 CHF | 10,000 | 10,000 | 42,575 | 42,575 | 222,591 CHF | 223,479 CHF | 97.92% | 97.92% |
22/04/2025 | 0.26% | 5.20 CHF | 5.21 CHF | 75,000 | 75,000 | 66,900 | 66,900 | 343,519 CHF | 344,321 CHF | 100.00% | 100.00% |
17/04/2025 | 0.40% | 5.07 CHF | 5.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 250,956 CHF | 251,956 CHF | 99.00% | 99.00% |
16/04/2025 | 0.40% | 5.01 CHF | 5.03 CHF | 50,000 | 50,000 | 49,778 | 49,777 | 248,153 CHF | 249,146 CHF | 99.02% | 99.02% |