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 |
---|---|---|---|---|---|---|---|---|---|---|---|
05/05/2025 | 0.54% | 2.77 CHF | 2.79 CHF | 20,000 | 10,000 | 22,354 | 17,061 | 62,997 CHF | 48,398 CHF | 100.00% | 100.00% |
02/05/2025 | 0.35% | 2.83 CHF | 2.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 70,375 CHF | 70,625 CHF | 99.16% | 99.16% |
30/04/2025 | 0.38% | 2.67 CHF | 2.68 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 66,521 CHF | 66,771 CHF | 99.99% | 99.99% |
29/04/2025 | 0.38% | 2.62 CHF | 2.63 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,267 CHF | 65,517 CHF | 99.99% | 99.99% |
28/04/2025 | 0.46% | 2.59 CHF | 2.60 CHF | 25,000 | 25,000 | 24,009 | 22,027 | 61,878 CHF | 57,048 CHF | 99.99% | 99.99% |
25/04/2025 | 0.71% | 2.54 CHF | 2.56 CHF | 20,000 | 10,000 | 19,974 | 9,991 | 51,104 CHF | 25,745 CHF | 99.93% | 99.93% |
24/04/2025 | 0.57% | 2.45 CHF | 2.47 CHF | 30,000 | 10,000 | 30,000 | 18,332 | 73,063 CHF | 44,893 CHF | 99.30% | 99.30% |
23/04/2025 | 0.87% | 2.51 CHF | 2.54 CHF | 20,000 | 2,500 | 28,237 | 8,583 | 68,611 CHF | 20,942 CHF | 98.42% | 98.42% |
22/04/2025 | 0.58% | 2.25 CHF | 2.26 CHF | 30,000 | 25,000 | 30,000 | 20,771 | 65,929 CHF | 45,962 CHF | 100.00% | 100.00% |
17/04/2025 | 0.82% | 2.23 CHF | 2.24 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 66,582 CHF | 22,377 CHF | 98.56% | 98.56% |