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 | 0.25% | 3.88 CHF | 3.89 CHF | 244,900 | 244,900 | 241,526 | 241,526 | 955,367 CHF | 957,782 CHF | 99.93% | 99.93% |
30/04/2025 | 0.26% | 3.87 CHF | 3.88 CHF | 252,200 | 252,200 | 252,561 | 252,561 | 972,559 CHF | 975,085 CHF | 100.00% | 100.00% |
29/04/2025 | 0.26% | 3.76 CHF | 3.77 CHF | 252,800 | 252,800 | 249,541 | 249,541 | 942,230 CHF | 944,725 CHF | 98.74% | 98.74% |
28/04/2025 | 0.26% | 3.84 CHF | 3.85 CHF | 247,300 | 247,300 | 246,991 | 246,991 | 967,638 CHF | 970,108 CHF | 99.61% | 99.61% |
25/04/2025 | 0.25% | 3.90 CHF | 3.91 CHF | 246,900 | 246,900 | 250,508 | 250,508 | 981,226 CHF | 983,731 CHF | 99.98% | 99.98% |
24/04/2025 | 0.26% | 3.86 CHF | 3.87 CHF | 252,900 | 252,900 | 257,245 | 257,245 | 982,088 CHF | 984,670 CHF | 99.22% | 99.22% |
23/04/2025 | 0.27% | 3.91 CHF | 3.92 CHF | 261,600 | 261,600 | 274,260 | 274,260 | 1,025,550 CHF | 1,028,290 CHF | 99.82% | 99.82% |
22/04/2025 | 0.29% | 3.44 CHF | 3.45 CHF | 282,600 | 282,600 | 291,102 | 291,102 | 994,699 CHF | 997,610 CHF | 99.55% | 99.55% |
17/04/2025 | 0.26% | 3.91 CHF | 3.92 CHF | 245,000 | 245,000 | 245,242 | 245,242 | 952,984 CHF | 955,436 CHF | 98.88% | 98.88% |
16/04/2025 | 0.26% | 3.83 CHF | 3.84 CHF | 245,400 | 245,400 | 239,777 | 239,777 | 929,690 CHF | 932,088 CHF | 99.78% | 99.78% |