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 | 0.20% | 4.97 CHF | 4.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 369,870 CHF | 370,620 CHF | 99.31% | 99.31% |
30/04/2025 | 0.21% | 4.82 CHF | 4.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 359,861 CHF | 360,611 CHF | 100.00% | 100.00% |
29/04/2025 | 0.22% | 4.75 CHF | 4.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 348,053 CHF | 348,803 CHF | 99.69% | 99.69% |
28/04/2025 | 0.26% | 4.62 CHF | 4.63 CHF | 75,000 | 75,000 | 70,044 | 70,044 | 319,824 CHF | 320,623 CHF | 100.00% | 100.00% |
25/04/2025 | 0.43% | 4.60 CHF | 4.62 CHF | 50,000 | 50,000 | 49,989 | 49,989 | 232,023 CHF | 233,022 CHF | 99.69% | 99.69% |
24/04/2025 | 0.31% | 4.60 CHF | 4.62 CHF | 50,000 | 50,000 | 63,892 | 63,892 | 293,070 CHF | 293,931 CHF | 99.18% | 99.18% |
23/04/2025 | 0.52% | 4.55 CHF | 4.59 CHF | 20,000 | 10,000 | 44,487 | 42,649 | 203,786 CHF | 196,329 CHF | 97.68% | 97.68% |
22/04/2025 | 0.29% | 4.55 CHF | 4.56 CHF | 75,000 | 75,000 | 66,900 | 66,900 | 300,172 CHF | 300,974 CHF | 100.00% | 100.00% |
17/04/2025 | 0.46% | 4.42 CHF | 4.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 218,552 CHF | 219,552 CHF | 98.83% | 98.83% |
16/04/2025 | 0.46% | 4.36 CHF | 4.38 CHF | 50,000 | 50,000 | 49,777 | 49,777 | 215,899 CHF | 216,892 CHF | 98.95% | 98.95% |