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 | 1.06% | 0.95 CHF | 0.96 CHF | 702,500 | 702,500 | 704,004 | 704,004 | 663,316 CHF | 670,356 CHF | 100.00% | 100.00% |
29/04/2025 | 1.09% | 0.91 CHF | 0.92 CHF | 705,000 | 705,000 | 691,787 | 691,787 | 632,942 CHF | 639,860 CHF | 98.74% | 98.74% |
28/04/2025 | 1.03% | 0.94 CHF | 0.95 CHF | 682,800 | 682,800 | 681,410 | 681,410 | 657,302 CHF | 664,118 CHF | 99.62% | 99.62% |
25/04/2025 | 1.03% | 0.96 CHF | 0.97 CHF | 681,000 | 681,000 | 695,434 | 695,434 | 670,184 CHF | 677,139 CHF | 100.00% | 100.00% |
24/04/2025 | 1.08% | 0.94 CHF | 0.95 CHF | 705,000 | 705,000 | 723,594 | 723,594 | 672,864 CHF | 680,124 CHF | 99.22% | 99.22% |
23/04/2025 | 1.10% | 0.96 CHF | 0.97 CHF | 740,200 | 740,200 | 792,368 | 792,368 | 715,394 CHF | 723,317 CHF | 99.89% | 99.89% |
22/04/2025 | 1.25% | 0.80 CHF | 0.81 CHF | 826,900 | 826,900 | 862,898 | 862,898 | 685,836 CHF | 694,465 CHF | 99.55% | 99.55% |
17/04/2025 | 1.02% | 0.98 CHF | 0.99 CHF | 661,600 | 661,600 | 662,689 | 662,689 | 646,619 CHF | 653,246 CHF | 98.90% | 98.90% |
16/04/2025 | 1.02% | 0.96 CHF | 0.97 CHF | 663,500 | 663,500 | 641,368 | 641,368 | 624,603 CHF | 631,017 CHF | 99.79% | 99.79% |
15/04/2025 | 0.98% | 1.04 CHF | 1.05 CHF | 626,600 | 626,600 | 660,159 | 660,159 | 673,092 CHF | 679,693 CHF | 99.98% | 99.98% |