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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2025 | 2.29% | 0.42 CHF | 0.43 CHF | 270,000 | 270,000 | 279,221 | 279,221 | 120,698 CHF | 123,490 CHF | 100.00% | 100.00% |
30/04/2025 | 2.23% | 0.44 CHF | 0.45 CHF | 280,000 | 280,000 | 280,000 | 280,000 | 124,287 CHF | 127,087 CHF | 100.00% | 100.00% |
29/04/2025 | 2.16% | 0.46 CHF | 0.47 CHF | 280,000 | 280,000 | 280,000 | 280,000 | 128,187 CHF | 130,987 CHF | 100.00% | 100.00% |
28/04/2025 | 1.95% | 0.49 CHF | 0.50 CHF | 280,000 | 280,000 | 281,505 | 281,505 | 142,818 CHF | 145,634 CHF | 100.00% | 100.00% |
25/04/2025 | 1.85% | 0.53 CHF | 0.54 CHF | 290,000 | 290,000 | 290,000 | 290,000 | 155,340 CHF | 158,240 CHF | 100.00% | 100.00% |
24/04/2025 | 1.78% | 0.52 CHF | 0.53 CHF | 280,000 | 280,000 | 289,620 | 289,620 | 161,538 CHF | 164,438 CHF | 98.84% | 98.84% |
23/04/2025 | 1.76% | 0.57 CHF | 0.58 CHF | 290,000 | 290,000 | 290,000 | 290,000 | 163,710 CHF | 166,610 CHF | 99.92% | 99.92% |
22/04/2025 | 1.58% | 0.61 CHF | 0.62 CHF | 300,000 | 300,000 | 298,586 | 298,586 | 187,998 CHF | 190,986 CHF | 99.60% | 99.60% |
17/04/2025 | 1.65% | 0.60 CHF | 0.61 CHF | 290,000 | 290,000 | 294,353 | 294,353 | 177,273 CHF | 180,216 CHF | 100.00% | 100.00% |
16/04/2025 | 1.58% | 0.61 CHF | 0.62 CHF | 300,000 | 300,000 | 299,850 | 299,850 | 188,152 CHF | 191,152 CHF | 99.96% | 99.96% |