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 | 0.22% | 4.61 CHF | 4.62 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 343,653 CHF | 344,403 CHF | 100.00% | 100.00% |
29/04/2025 | 0.23% | 4.53 CHF | 4.54 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 331,845 CHF | 332,595 CHF | 99.90% | 99.90% |
28/04/2025 | 0.27% | 4.40 CHF | 4.41 CHF | 75,000 | 75,000 | 70,044 | 70,044 | 304,578 CHF | 305,377 CHF | 100.00% | 100.00% |
25/04/2025 | 0.45% | 4.38 CHF | 4.40 CHF | 50,000 | 50,000 | 49,989 | 49,989 | 221,231 CHF | 222,231 CHF | 99.74% | 99.74% |
24/04/2025 | 0.33% | 4.38 CHF | 4.40 CHF | 50,000 | 50,000 | 63,894 | 63,894 | 279,270 CHF | 280,131 CHF | 99.19% | 99.19% |
23/04/2025 | 0.54% | 4.33 CHF | 4.37 CHF | 20,000 | 10,000 | 44,412 | 42,549 | 193,743 CHF | 186,578 CHF | 98.27% | 98.27% |
22/04/2025 | 0.31% | 4.34 CHF | 4.35 CHF | 75,000 | 75,000 | 66,900 | 66,900 | 285,700 CHF | 286,502 CHF | 100.00% | 100.00% |
17/04/2025 | 0.48% | 4.21 CHF | 4.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 207,753 CHF | 208,753 CHF | 98.82% | 98.82% |
16/04/2025 | 0.49% | 4.15 CHF | 4.17 CHF | 50,000 | 50,000 | 49,778 | 49,777 | 205,136 CHF | 206,130 CHF | 99.03% | 99.03% |
15/04/2025 | 0.50% | 4.10 CHF | 4.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 199,381 CHF | 200,381 CHF | 99.72% | 99.72% |