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 | 1.17% | 0.87 CHF | 0.88 CHF | 280,000 | 280,000 | 274,551 | 274,551 | 232,870 CHF | 235,615 CHF | 100.00% | 100.00% |
29/04/2025 | 1.19% | 0.84 CHF | 0.85 CHF | 275,000 | 275,000 | 271,180 | 271,180 | 225,922 CHF | 228,634 CHF | 100.00% | 100.00% |
28/04/2025 | 1.22% | 0.82 CHF | 0.83 CHF | 270,000 | 270,000 | 268,260 | 268,260 | 218,760 CHF | 221,444 CHF | 100.00% | 100.00% |
25/04/2025 | 1.17% | 0.85 CHF | 0.86 CHF | 270,000 | 270,000 | 273,026 | 273,026 | 232,526 CHF | 235,256 CHF | 99.97% | 99.97% |
24/04/2025 | 1.13% | 0.87 CHF | 0.88 CHF | 275,000 | 275,000 | 278,973 | 278,973 | 247,102 CHF | 249,895 CHF | 99.73% | 99.73% |
23/04/2025 | 1.11% | 0.89 CHF | 0.90 CHF | 280,000 | 280,000 | 281,044 | 281,044 | 252,050 CHF | 254,860 CHF | 99.67% | 99.67% |
22/04/2025 | 1.04% | 0.93 CHF | 0.94 CHF | 290,000 | 290,000 | 293,678 | 293,678 | 279,955 CHF | 282,893 CHF | 99.95% | 99.95% |
17/04/2025 | 0.99% | 0.99 CHF | 1.00 CHF | 300,000 | 300,000 | 303,152 | 303,152 | 303,305 CHF | 306,336 CHF | 99.93% | 99.93% |
16/04/2025 | 0.99% | 1.00 CHF | 1.01 CHF | 305,000 | 305,000 | 305,390 | 305,390 | 306,695 CHF | 309,750 CHF | 99.14% | 99.14% |
15/04/2025 | 1.02% | 0.99 CHF | 1.00 CHF | 305,000 | 305,000 | 301,912 | 301,912 | 295,857 CHF | 298,876 CHF | 99.77% | 99.77% |