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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/04/2025 | 0.50% | 1.98 CHF | 1.99 CHF | 265,000 | 265,000 | 261,772 | 261,772 | 525,524 CHF | 528,141 CHF | 99.99% | 99.99% |
28/04/2025 | 0.48% | 2.05 CHF | 2.06 CHF | 260,000 | 260,000 | 255,702 | 255,702 | 530,878 CHF | 533,435 CHF | 100.00% | 100.00% |
25/04/2025 | 0.49% | 2.08 CHF | 2.09 CHF | 255,000 | 255,000 | 259,060 | 259,060 | 527,548 CHF | 530,139 CHF | 99.94% | 99.94% |
24/04/2025 | 0.53% | 1.95 CHF | 1.96 CHF | 265,000 | 265,000 | 271,063 | 271,063 | 507,014 CHF | 509,728 CHF | 99.14% | 99.14% |
23/04/2025 | 0.54% | 1.87 CHF | 1.88 CHF | 270,000 | 270,000 | 273,597 | 273,597 | 507,880 CHF | 510,616 CHF | 99.82% | 99.82% |
22/04/2025 | 0.59% | 1.73 CHF | 1.74 CHF | 285,000 | 285,000 | 285,984 | 285,984 | 481,780 CHF | 484,642 CHF | 99.60% | 99.60% |
17/04/2025 | 0.59% | 1.69 CHF | 1.70 CHF | 285,000 | 285,000 | 287,527 | 287,527 | 484,923 CHF | 487,798 CHF | 99.97% | 99.97% |
16/04/2025 | 0.61% | 1.65 CHF | 1.66 CHF | 290,000 | 290,000 | 293,374 | 293,374 | 476,374 CHF | 479,309 CHF | 99.92% | 99.92% |
15/04/2025 | 0.60% | 1.64 CHF | 1.65 CHF | 290,000 | 290,000 | 290,493 | 290,493 | 482,747 CHF | 485,652 CHF | 99.95% | 99.95% |
14/04/2025 | 0.60% | 1.67 CHF | 1.68 CHF | 290,000 | 290,000 | 289,171 | 289,171 | 481,054 CHF | 483,945 CHF | 99.75% | 99.75% |