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 | 0.96% | 1.01 CHF | 1.02 CHF | 49,300 | 49,300 | 49,309 | 49,309 | 50,888 CHF | 51,381 CHF | 100.00% | 100.00% |
29/04/2025 | 0.99% | 1.08 CHF | 1.09 CHF | 60,900 | 60,900 | 60,480 | 60,480 | 61,350 CHF | 61,955 CHF | 100.00% | 100.00% |
28/04/2025 | 1.11% | 0.90 CHF | 0.91 CHF | 56,800 | 56,800 | 55,918 | 55,918 | 50,163 CHF | 50,722 CHF | 100.00% | 100.00% |
25/04/2025 | 1.03% | 0.95 CHF | 0.96 CHF | 51,200 | 51,200 | 51,200 | 51,200 | 49,415 CHF | 49,927 CHF | 99.98% | 99.98% |
24/04/2025 | 1.00% | 1.00 CHF | 1.01 CHF | 54,300 | 54,300 | 54,810 | 54,810 | 55,141 CHF | 55,691 CHF | 100.00% | 100.00% |
23/04/2025 | 1.00% | 0.95 CHF | 0.96 CHF | 43,000 | 43,000 | 43,508 | 43,508 | 43,250 CHF | 43,686 CHF | 99.91% | 99.91% |
22/04/2025 | 0.87% | 1.13 CHF | 1.14 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 51,635 CHF | 52,085 CHF | 99.41% | 99.41% |
17/04/2025 | 0.85% | 1.16 CHF | 1.17 CHF | 47,200 | 47,200 | 47,200 | 47,200 | 55,597 CHF | 56,069 CHF | 99.99% | 99.99% |
16/04/2025 | 0.84% | 1.16 CHF | 1.17 CHF | 44,900 | 44,900 | 45,038 | 45,038 | 53,277 CHF | 53,727 CHF | 98.67% | 98.67% |
15/04/2025 | 0.85% | 1.15 CHF | 1.16 CHF | 42,200 | 42,200 | 42,402 | 42,402 | 49,677 CHF | 50,101 CHF | 99.90% | 99.90% |