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 | 2.72% | 0.37 CHF | 0.38 CHF | 132,000 | 132,000 | 132,039 | 132,039 | 47,829 CHF | 49,149 CHF | 100.00% | 100.00% |
30/04/2025 | 3.02% | 0.33 CHF | 0.34 CHF | 136,000 | 136,000 | 136,023 | 136,023 | 44,450 CHF | 45,810 CHF | 100.00% | 100.00% |
29/04/2025 | 2.95% | 0.31 CHF | 0.32 CHF | 136,000 | 136,000 | 135,064 | 135,064 | 45,443 CHF | 46,794 CHF | 100.00% | 100.00% |
28/04/2025 | 2.53% | 0.39 CHF | 0.40 CHF | 132,000 | 132,000 | 129,885 | 129,885 | 50,741 CHF | 52,040 CHF | 100.00% | 100.00% |
25/04/2025 | 2.71% | 0.37 CHF | 0.38 CHF | 132,000 | 132,000 | 132,000 | 132,000 | 48,060 CHF | 49,380 CHF | 99.99% | 99.99% |
24/04/2025 | 2.85% | 0.35 CHF | 0.36 CHF | 132,000 | 132,000 | 133,610 | 133,610 | 46,265 CHF | 47,603 CHF | 98.58% | 98.58% |
23/04/2025 | 2.80% | 0.37 CHF | 0.38 CHF | 132,000 | 132,000 | 133,551 | 133,551 | 47,067 CHF | 48,403 CHF | 99.99% | 99.99% |
22/04/2025 | 3.28% | 0.31 CHF | 0.32 CHF | 140,000 | 140,000 | 139,815 | 139,815 | 42,063 CHF | 43,463 CHF | 99.40% | 99.40% |
17/04/2025 | 3.37% | 0.30 CHF | 0.31 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 40,802 CHF | 42,202 CHF | 99.98% | 99.98% |
16/04/2025 | 3.41% | 0.30 CHF | 0.31 CHF | 140,000 | 140,000 | 140,392 | 140,392 | 40,490 CHF | 41,894 CHF | 98.14% | 98.14% |