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 | 1.53% | 0.67 CHF | 0.68 CHF | 280,000 | 280,000 | 274,545 | 274,545 | 178,010 CHF | 180,756 CHF | 99.99% | 99.99% |
29/04/2025 | 1.57% | 0.64 CHF | 0.65 CHF | 275,000 | 275,000 | 271,185 | 271,185 | 171,678 CHF | 174,390 CHF | 100.00% | 100.00% |
28/04/2025 | 1.62% | 0.62 CHF | 0.63 CHF | 270,000 | 270,000 | 268,154 | 268,154 | 164,844 CHF | 167,527 CHF | 100.00% | 100.00% |
25/04/2025 | 1.53% | 0.65 CHF | 0.66 CHF | 270,000 | 270,000 | 273,035 | 273,035 | 177,570 CHF | 180,300 CHF | 100.00% | 100.00% |
24/04/2025 | 1.45% | 0.67 CHF | 0.68 CHF | 275,000 | 275,000 | 278,937 | 278,937 | 191,116 CHF | 193,909 CHF | 99.72% | 99.72% |
23/04/2025 | 1.42% | 0.69 CHF | 0.70 CHF | 280,000 | 280,000 | 281,051 | 281,051 | 195,856 CHF | 198,667 CHF | 99.89% | 99.89% |
22/04/2025 | 1.32% | 0.73 CHF | 0.74 CHF | 290,000 | 290,000 | 293,455 | 293,455 | 221,404 CHF | 224,342 CHF | 99.95% | 99.95% |
17/04/2025 | 1.24% | 0.79 CHF | 0.80 CHF | 300,000 | 300,000 | 303,146 | 303,146 | 243,049 CHF | 246,080 CHF | 100.00% | 100.00% |
16/04/2025 | 1.23% | 0.80 CHF | 0.81 CHF | 305,000 | 305,000 | 305,449 | 305,449 | 246,386 CHF | 249,442 CHF | 99.51% | 99.51% |
15/04/2025 | 1.27% | 0.79 CHF | 0.80 CHF | 305,000 | 305,000 | 301,934 | 301,934 | 236,339 CHF | 239,358 CHF | 99.36% | 99.36% |