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 | 1.05% | 0.94 CHF | 0.95 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 947,082 CHF | 957,082 CHF | 99.78% | 99.78% |
29/04/2025 | 1.03% | 0.97 CHF | 0.98 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 965,878 CHF | 975,878 CHF | 99.74% | 99.74% |
28/04/2025 | 1.05% | 0.95 CHF | 0.96 CHF | 1,000,000 | 1,000,000 | 999,697 | 999,697 | 943,752 CHF | 953,752 CHF | 99.65% | 99.65% |
25/04/2025 | 1.05% | 0.95 CHF | 0.96 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 948,537 CHF | 958,537 CHF | 99.99% | 99.99% |
24/04/2025 | 1.03% | 0.96 CHF | 0.97 CHF | 1,000,000 | 1,000,000 | 998,810 | 998,810 | 962,880 CHF | 972,880 CHF | 98.73% | 98.73% |
23/04/2025 | 1.02% | 0.95 CHF | 0.96 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 977,573 CHF | 987,573 CHF | 99.89% | 99.89% |
22/04/2025 | 0.96% | 1.04 CHF | 1.05 CHF | 1,000,000 | 1,000,000 | 999,410 | 999,410 | 1,037,840 CHF | 1,047,840 CHF | 99.83% | 99.83% |
17/04/2025 | 1.04% | 0.95 CHF | 0.96 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 954,102 CHF | 964,102 CHF | 98.93% | 98.93% |
16/04/2025 | 1.05% | 0.96 CHF | 0.97 CHF | 1,000,000 | 1,000,000 | 999,493 | 999,493 | 952,115 CHF | 962,115 CHF | 99.38% | 99.38% |
15/04/2025 | 1.07% | 0.92 CHF | 0.93 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 927,747 CHF | 937,747 CHF | 99.99% | 99.99% |