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 | 0.13% | 7.61 CHF | 7.62 CHF | 125,500 | 125,500 | 125,380 | 125,380 | 964,819 CHF | 966,073 CHF | 100.00% | 100.00% |
29/04/2025 | 0.13% | 7.87 CHF | 7.88 CHF | 125,300 | 125,300 | 126,604 | 126,604 | 992,430 CHF | 993,696 CHF | 98.75% | 98.75% |
28/04/2025 | 0.13% | 7.74 CHF | 7.75 CHF | 127,500 | 127,500 | 127,517 | 127,517 | 975,996 CHF | 977,272 CHF | 99.63% | 99.63% |
25/04/2025 | 0.13% | 7.71 CHF | 7.72 CHF | 127,600 | 127,600 | 126,037 | 126,037 | 967,036 CHF | 968,297 CHF | 99.98% | 99.98% |
24/04/2025 | 0.13% | 7.74 CHF | 7.75 CHF | 125,000 | 125,000 | 122,477 | 122,477 | 955,070 CHF | 956,299 CHF | 99.21% | 99.21% |
23/04/2025 | 0.13% | 7.62 CHF | 7.63 CHF | 121,500 | 121,500 | 116,676 | 116,676 | 921,648 CHF | 922,815 CHF | 99.80% | 99.80% |
22/04/2025 | 0.12% | 8.45 CHF | 8.46 CHF | 113,500 | 113,500 | 110,666 | 110,666 | 936,427 CHF | 937,534 CHF | 99.55% | 99.55% |
17/04/2025 | 0.13% | 7.78 CHF | 7.79 CHF | 124,300 | 124,300 | 124,179 | 124,179 | 966,184 CHF | 967,426 CHF | 98.89% | 98.89% |
16/04/2025 | 0.13% | 7.86 CHF | 7.87 CHF | 124,100 | 124,100 | 126,372 | 126,372 | 980,820 CHF | 982,083 CHF | 99.69% | 99.69% |
15/04/2025 | 0.13% | 7.47 CHF | 7.48 CHF | 127,900 | 127,900 | 124,039 | 124,039 | 936,545 CHF | 937,785 CHF | 99.85% | 99.85% |