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 | 0.19% | 5.27 CHF | 5.28 CHF | 123,700 | 123,700 | 123,399 | 123,399 | 659,816 CHF | 661,050 CHF | 100.00% | 100.00% |
29/04/2025 | 0.18% | 5.53 CHF | 5.54 CHF | 123,200 | 123,200 | 125,215 | 125,215 | 688,455 CHF | 689,707 CHF | 98.72% | 98.72% |
28/04/2025 | 0.19% | 5.39 CHF | 5.40 CHF | 126,600 | 126,600 | 126,616 | 126,616 | 669,852 CHF | 671,119 CHF | 99.63% | 99.63% |
25/04/2025 | 0.19% | 5.35 CHF | 5.36 CHF | 126,800 | 126,800 | 124,395 | 124,395 | 660,353 CHF | 661,597 CHF | 99.97% | 99.97% |
24/04/2025 | 0.18% | 5.39 CHF | 5.40 CHF | 122,800 | 122,800 | 119,144 | 119,144 | 649,832 CHF | 651,028 CHF | 99.21% | 99.21% |
23/04/2025 | 0.18% | 5.26 CHF | 5.27 CHF | 117,400 | 117,400 | 110,102 | 110,102 | 613,443 CHF | 614,544 CHF | 99.77% | 99.77% |
22/04/2025 | 0.16% | 6.21 CHF | 6.22 CHF | 105,400 | 105,400 | 101,300 | 101,300 | 631,740 CHF | 632,753 CHF | 99.55% | 99.55% |
17/04/2025 | 0.18% | 5.52 CHF | 5.53 CHF | 120,400 | 120,400 | 120,218 | 120,218 | 664,193 CHF | 665,395 CHF | 98.88% | 98.88% |
16/04/2025 | 0.18% | 5.61 CHF | 5.62 CHF | 120,100 | 120,100 | 123,568 | 123,568 | 680,930 CHF | 682,166 CHF | 99.66% | 99.66% |
15/04/2025 | 0.19% | 5.19 CHF | 5.20 CHF | 125,900 | 125,900 | 119,988 | 119,988 | 634,936 CHF | 636,136 CHF | 99.83% | 99.83% |