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 | 0.94% | 1.04 CHF | 1.05 CHF | 621,300 | 621,300 | 619,976 | 619,976 | 654,496 CHF | 660,696 CHF | 100.00% | 100.00% |
29/04/2025 | 0.92% | 1.09 CHF | 1.10 CHF | 619,200 | 619,200 | 629,155 | 629,155 | 683,102 CHF | 689,394 CHF | 98.75% | 98.75% |
28/04/2025 | 0.95% | 1.06 CHF | 1.07 CHF | 636,100 | 636,100 | 636,321 | 636,321 | 664,652 CHF | 671,017 CHF | 99.63% | 99.63% |
25/04/2025 | 0.95% | 1.06 CHF | 1.07 CHF | 636,900 | 636,900 | 624,932 | 624,932 | 655,204 CHF | 661,454 CHF | 100.00% | 100.00% |
24/04/2025 | 0.93% | 1.06 CHF | 1.07 CHF | 617,100 | 617,100 | 598,720 | 598,720 | 644,814 CHF | 650,822 CHF | 99.23% | 99.23% |
23/04/2025 | 0.90% | 1.04 CHF | 1.05 CHF | 589,900 | 589,900 | 553,403 | 553,403 | 608,994 CHF | 614,528 CHF | 99.91% | 99.91% |
22/04/2025 | 0.81% | 1.23 CHF | 1.24 CHF | 529,300 | 529,300 | 508,979 | 508,979 | 627,483 CHF | 632,572 CHF | 99.55% | 99.55% |
17/04/2025 | 0.91% | 1.09 CHF | 1.10 CHF | 605,100 | 605,100 | 604,071 | 604,071 | 659,332 CHF | 665,373 CHF | 98.90% | 98.90% |
16/04/2025 | 0.91% | 1.11 CHF | 1.12 CHF | 603,400 | 603,400 | 620,868 | 620,868 | 675,739 CHF | 681,948 CHF | 99.78% | 99.78% |
15/04/2025 | 0.95% | 1.03 CHF | 1.04 CHF | 632,700 | 632,700 | 602,804 | 602,804 | 629,910 CHF | 635,938 CHF | 99.94% | 99.94% |