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 | 0.48% | 2.07 CHF | 2.08 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 82,997 CHF | 83,397 CHF | 94.48% | 94.48% |
29/04/2025 | 0.49% | 2.03 CHF | 2.04 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 80,828 CHF | 81,228 CHF | 100.00% | 100.00% |
28/04/2025 | 0.50% | 2.00 CHF | 2.01 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 79,467 CHF | 79,867 CHF | 99.95% | 99.95% |
25/04/2025 | 0.51% | 1.95 CHF | 1.96 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 78,912 CHF | 79,312 CHF | 100.00% | 100.00% |
24/04/2025 | 0.54% | 1.86 CHF | 1.87 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 73,882 CHF | 74,282 CHF | 100.00% | 100.00% |
23/04/2025 | 0.55% | 1.85 CHF | 1.86 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 73,192 CHF | 73,592 CHF | 78.35% | 78.35% |
22/04/2025 | 0.62% | 1.66 CHF | 1.67 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 64,478 CHF | 64,878 CHF | 100.00% | 100.00% |
17/04/2025 | 0.61% | 1.64 CHF | 1.65 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 65,399 CHF | 65,799 CHF | 99.89% | 99.89% |
16/04/2025 | 0.61% | 1.66 CHF | 1.67 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 64,890 CHF | 65,290 CHF | 100.00% | 100.00% |
15/04/2025 | 0.61% | 1.64 CHF | 1.65 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 65,007 CHF | 65,407 CHF | 99.51% | 99.51% |