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 | 4.01% | 0.25 CHF | 0.26 CHF | 132,000 | 132,000 | 132,039 | 132,039 | 32,286 CHF | 33,607 CHF | 100.00% | 100.00% |
30/04/2025 | 4.63% | 0.22 CHF | 0.23 CHF | 136,000 | 136,000 | 136,021 | 136,021 | 28,758 CHF | 30,119 CHF | 99.99% | 99.99% |
29/04/2025 | 4.48% | 0.20 CHF | 0.21 CHF | 136,000 | 136,000 | 135,054 | 135,054 | 30,015 CHF | 31,365 CHF | 99.99% | 99.99% |
28/04/2025 | 3.59% | 0.27 CHF | 0.28 CHF | 132,000 | 132,000 | 129,935 | 129,935 | 35,620 CHF | 36,920 CHF | 100.00% | 100.00% |
25/04/2025 | 3.95% | 0.25 CHF | 0.26 CHF | 132,000 | 132,000 | 132,000 | 132,000 | 32,751 CHF | 34,071 CHF | 100.00% | 100.00% |
24/04/2025 | 4.24% | 0.24 CHF | 0.25 CHF | 132,000 | 132,000 | 133,625 | 133,625 | 30,927 CHF | 32,265 CHF | 98.60% | 98.60% |
23/04/2025 | 4.13% | 0.25 CHF | 0.26 CHF | 132,000 | 132,000 | 133,540 | 133,540 | 31,702 CHF | 33,038 CHF | 100.00% | 100.00% |
22/04/2025 | 5.23% | 0.20 CHF | 0.21 CHF | 140,000 | 140,000 | 139,919 | 139,919 | 26,104 CHF | 27,504 CHF | 99.41% | 99.41% |
17/04/2025 | 5.49% | 0.19 CHF | 0.20 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 24,800 CHF | 26,200 CHF | 99.99% | 99.99% |
16/04/2025 | 5.56% | 0.18 CHF | 0.19 CHF | 140,000 | 140,000 | 140,374 | 140,374 | 24,574 CHF | 25,978 CHF | 98.63% | 98.63% |