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 | 0.51% | 1.97 CHF | 1.98 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 58,942 CHF | 49,369 CHF | 99.57% | 99.57% |
29/04/2025 | 0.52% | 1.93 CHF | 1.94 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 57,450 CHF | 48,125 CHF | 99.99% | 99.99% |
28/04/2025 | 0.63% | 1.89 CHF | 1.90 CHF | 30,000 | 25,000 | 30,000 | 22,025 | 56,440 CHF | 41,732 CHF | 100.00% | 100.00% |
25/04/2025 | 1.00% | 1.84 CHF | 1.86 CHF | 30,000 | 10,000 | 29,957 | 9,991 | 55,801 CHF | 18,797 CHF | 99.78% | 99.78% |
24/04/2025 | 0.82% | 1.75 CHF | 1.77 CHF | 30,000 | 10,000 | 30,000 | 18,329 | 52,203 CHF | 32,148 CHF | 99.28% | 99.28% |
23/04/2025 | 1.23% | 1.81 CHF | 1.85 CHF | 30,000 | 2,500 | 30,166 | 8,603 | 52,479 CHF | 15,014 CHF | 98.12% | 98.12% |
22/04/2025 | 0.83% | 1.56 CHF | 1.57 CHF | 40,000 | 25,000 | 40,000 | 20,771 | 60,133 CHF | 31,541 CHF | 100.00% | 100.00% |
17/04/2025 | 1.20% | 1.53 CHF | 1.55 CHF | 40,000 | 10,000 | 40,000 | 10,000 | 61,012 CHF | 15,437 CHF | 98.37% | 98.37% |
16/04/2025 | 1.19% | 1.55 CHF | 1.57 CHF | 40,000 | 10,000 | 39,812 | 9,957 | 60,208 CHF | 15,236 CHF | 99.17% | 99.17% |
15/04/2025 | 1.15% | 1.53 CHF | 1.55 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 60,605 CHF | 30,652 CHF | 99.75% | 99.75% |